Market Microstructure
VMI Keydets vs. The Citadel Bulldogs →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
123
Median Trade Size
9
Max Trade Size
9,381
Buy Trades
820
Sell Trades
180
Buy / Sell Ratio82.0% / 18.0%