Market Microstructure
Daniel Penny found guilty? →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
43
Median Trade Size
8
Max Trade Size
3,000
Buy Trades
905
Sell Trades
95
Buy / Sell Ratio90.5% / 9.5%