Market Microstructure
ATP Washington D.C: Wu vs. Popyrin →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
65
Median Trade Size
8
Max Trade Size
4,558
Buy Trades
828
Sell Trades
172
Buy / Sell Ratio82.8% / 17.2%