Market Microstructure
ODI Series England vs. New Zealand, Women: England vs New Zealand →Spread Analysis
Best Bid
32.0¢
Best Ask
33.0¢
Spread
1.00¢
Spread %
3.08%
Midpoint
32.5¢
Liquidity
$13K
Order Flow
Total Trades
1,000
Avg Trade Size
79
Median Trade Size
6
Max Trade Size
21,209
Buy Trades
825
Sell Trades
175
Buy / Sell Ratio82.5% / 17.5%