Market Microstructure
Bolanos vs. Le →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
127
Median Trade Size
14
Max Trade Size
5,580
Buy Trades
836
Sell Trades
164
Buy / Sell Ratio83.6% / 16.4%