Market Microstructure
Northwestern vs. Tulane →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
44
Median Trade Size
8
Max Trade Size
7,059
Buy Trades
854
Sell Trades
146
Buy / Sell Ratio85.4% / 14.6%