Market Microstructure
New Mexico State vs. Liberty →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
2,000
Avg Trade Size
46
Median Trade Size
8
Max Trade Size
8,472
Buy Trades
1,636
Sell Trades
364
Buy / Sell Ratio81.8% / 18.2%