Market Microstructure
Crude Oil all time high by April 30? →Spread Analysis
Best Bid
0.2¢
Best Ask
0.6¢
Spread
0.40¢
Spread %
100.00%
Midpoint
0.4¢
Liquidity
$21K
Order Flow
Total Trades
1,000
Avg Trade Size
119
Median Trade Size
5
Max Trade Size
22,658
Buy Trades
857
Sell Trades
143
Buy / Sell Ratio85.7% / 14.3%