Market Microstructure
Cambria FDV above $20M one day after launch? →Spread Analysis
Best Bid
55.0¢
Best Ask
62.0¢
Spread
7.00¢
Spread %
11.97%
Midpoint
58.5¢
Liquidity
$6K
Order Flow
Total Trades
1,000
Avg Trade Size
27
Median Trade Size
8
Max Trade Size
2,084
Buy Trades
818
Sell Trades
182
Buy / Sell Ratio81.8% / 18.2%