Market Microstructure
International T20 Series: India vs South Africa (Game 4) →Spread Analysis
Best Bid
50.0¢
Best Ask
51.0¢
Spread
1.00¢
Spread %
1.98%
Midpoint
50.5¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
67
Median Trade Size
8
Max Trade Size
6,200
Buy Trades
889
Sell Trades
111
Buy / Sell Ratio88.9% / 11.1%