Market Microstructure
Crude Oil all time high by March 31? →Spread Analysis
Best Bid
1.1¢
Best Ask
1.3¢
Spread
0.20¢
Spread %
16.67%
Midpoint
1.2¢
Liquidity
$129K
Order Flow
Total Trades
1,000
Avg Trade Size
77
Median Trade Size
6
Max Trade Size
8,200
Buy Trades
845
Sell Trades
155
Buy / Sell Ratio84.5% / 15.5%