Market Microstructure
Missouri vs. Auburn →Spread Analysis
Best Bid
99.0¢
Best Ask
100.0¢
Spread
1.00¢
Spread %
1.01%
Midpoint
99.5¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
66
Median Trade Size
10
Max Trade Size
3,238
Buy Trades
833
Sell Trades
167
Buy / Sell Ratio83.3% / 16.7%