Market Microstructure
Jiujiang: Adam Walton vs Jie Cui →Spread Analysis
Best Bid
76.0¢
Best Ask
77.0¢
Spread
1.00¢
Spread %
1.31%
Midpoint
76.5¢
Liquidity
$62K
Order Flow
Total Trades
1,000
Avg Trade Size
31
Median Trade Size
7
Max Trade Size
1,544
Buy Trades
884
Sell Trades
116
Buy / Sell Ratio88.4% / 11.6%