Market Microstructure
Ostrava: Marco Cecchinato vs Daniel Michalski →Spread Analysis
Best Bid
63.0¢
Best Ask
64.0¢
Spread
1.00¢
Spread %
1.57%
Midpoint
63.5¢
Liquidity
$70K
Order Flow
Total Trades
1,000
Avg Trade Size
46
Median Trade Size
8
Max Trade Size
2,305
Buy Trades
852
Sell Trades
148
Buy / Sell Ratio85.2% / 14.8%