Market Microstructure
CS: Falcons vs Legacy →Spread Analysis
Best Bid
99.9¢
Best Ask
100.0¢
Spread
0.10¢
Spread %
0.10%
Midpoint
100.0¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
88
Median Trade Size
9
Max Trade Size
15,000
Buy Trades
827
Sell Trades
173
Buy / Sell Ratio82.7% / 17.3%