Market Microstructure
Oeiras 3: Roman Safiullin vs Luca Van Assche →Spread Analysis
Best Bid
35.0¢
Best Ask
36.0¢
Spread
1.00¢
Spread %
2.82%
Midpoint
35.5¢
Liquidity
$38K
Order Flow
Total Trades
1,000
Avg Trade Size
111
Median Trade Size
7
Max Trade Size
7,853
Buy Trades
851
Sell Trades
149
Buy / Sell Ratio85.1% / 14.9%