Market Microstructure

Arizona Wildcats vs. Michigan Wolverines

Spread Analysis

Best Bid
47.0¢
Best Ask
48.0¢
Spread
1.00¢
Spread %
2.11%
Midpoint
47.5¢
Liquidity
$575K

Order Flow

Total Trades
1,000
Avg Trade Size
46
Median Trade Size
9
Max Trade Size
5,323
Buy Trades
845
Sell Trades
155
Buy / Sell Ratio84.5% / 15.5%
Current: 47.5%·Volume: $109K·Back to Market →