Market Microstructure
Cervia: Andrea Guerrieri vs Carlo Alberto Caniato →Spread Analysis
Best Bid
99.9¢
Best Ask
100.0¢
Spread
0.10¢
Spread %
0.10%
Midpoint
100.0¢
Liquidity
$184K
Order Flow
Total Trades
1,000
Avg Trade Size
310
Median Trade Size
6
Max Trade Size
140,200
Buy Trades
861
Sell Trades
139
Buy / Sell Ratio86.1% / 13.9%