Market Microstructure

Big Bash League: Sydney Sixers vs Hobart Hurricanes (Game 1)

Spread Analysis

Best Bid
49.0¢
Best Ask
51.0¢
Spread
2.00¢
Spread %
4.00%
Midpoint
50.0¢
Liquidity
$0

Order Flow

Total Trades
1,000
Avg Trade Size
40
Median Trade Size
9
Max Trade Size
2,780
Buy Trades
906
Sell Trades
94
Buy / Sell Ratio90.6% / 9.4%
Current: 50.0%·Volume: $11K·Back to Market →