Market Microstructure
European Open: Jiri Lehecka vs Gilles Arnaud Bailly →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
78
Median Trade Size
8
Max Trade Size
6,800
Buy Trades
875
Sell Trades
125
Buy / Sell Ratio87.5% / 12.5%