Market Microstructure
Illinois vs. Purdue Boilermakers →Spread Analysis
Best Bid
99.9¢
Best Ask
100.0¢
Spread
0.10¢
Spread %
0.10%
Midpoint
100.0¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
97
Median Trade Size
6
Max Trade Size
29,660
Buy Trades
839
Sell Trades
161
Buy / Sell Ratio83.9% / 16.1%