Market Microstructure
Cambria FDV above $30M one day after launch? →Spread Analysis
Best Bid
33.0¢
Best Ask
44.0¢
Spread
11.00¢
Spread %
28.57%
Midpoint
38.5¢
Liquidity
$4K
Order Flow
Total Trades
1,000
Avg Trade Size
46
Median Trade Size
8
Max Trade Size
2,305
Buy Trades
852
Sell Trades
148
Buy / Sell Ratio85.2% / 14.8%