Market Microstructure
Zagreb: Nerman Fatic vs Elmer Moeller →Spread Analysis
Best Bid
24.0¢
Best Ask
25.0¢
Spread
1.00¢
Spread %
4.08%
Midpoint
24.5¢
Liquidity
$4K
Order Flow
Total Trades
1,000
Avg Trade Size
65
Median Trade Size
9
Max Trade Size
6,283
Buy Trades
802
Sell Trades
198
Buy / Sell Ratio80.2% / 19.8%