Market Microstructure
Cháirez vs. Vergara →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
44
Median Trade Size
7
Max Trade Size
6,775
Buy Trades
842
Sell Trades
158
Buy / Sell Ratio84.2% / 15.8%