Market Microstructure
T20 World Cup: Canada vs South Africa (Game 1) →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
2,000
Avg Trade Size
61
Median Trade Size
8
Max Trade Size
8,200
Buy Trades
1,695
Sell Trades
305
Buy / Sell Ratio84.8% / 15.2%