Market Microstructure
Santos: Miguel Tobon vs Facundo Mena →Spread Analysis
Best Bid
55.0¢
Best Ask
56.0¢
Spread
1.00¢
Spread %
1.80%
Midpoint
55.5¢
Liquidity
$135K
Order Flow
Total Trades
1,000
Avg Trade Size
52
Median Trade Size
6
Max Trade Size
3,401
Buy Trades
853
Sell Trades
147
Buy / Sell Ratio85.3% / 14.7%