Market Microstructure
Barlow vs. Patterson →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
36
Median Trade Size
8
Max Trade Size
1,264
Buy Trades
844
Sell Trades
156
Buy / Sell Ratio84.4% / 15.6%