Market Microstructure
Tennessee vs. Vanderbilt →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
1,300
Median Trade Size
6
Max Trade Size
625,000
Buy Trades
897
Sell Trades
103
Buy / Sell Ratio89.7% / 10.3%