Market Microstructure
Hamburg European Open, Qualification: Max Schoenhaus vs Luca Van Assche →Spread Analysis
Best Bid
99.9¢
Best Ask
100.0¢
Spread
0.10¢
Spread %
0.10%
Midpoint
100.0¢
Liquidity
$194K
Order Flow
Total Trades
1,000
Avg Trade Size
46
Median Trade Size
9
Max Trade Size
5,323
Buy Trades
845
Sell Trades
155
Buy / Sell Ratio84.5% / 15.5%