Market Microstructure
ATP Cincinnati - Fritz vs. Sonego →Spread Analysis
Best Bid
99.9¢
Best Ask
100.0¢
Spread
0.10¢
Spread %
0.10%
Midpoint
100.0¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
30
Median Trade Size
8
Max Trade Size
1,000
Buy Trades
865
Sell Trades
135
Buy / Sell Ratio86.5% / 13.5%