Market Microstructure
Annual inflation above 2.5% in August? →Spread Analysis
Best Bid
—
Best Ask
0.5¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
87
Median Trade Size
7
Max Trade Size
24,068
Buy Trades
887
Sell Trades
113
Buy / Sell Ratio88.7% / 11.3%