Market Microstructure
Ebola case in the US by June 30? →Spread Analysis
Best Bid
37.0¢
Best Ask
40.0¢
Spread
3.00¢
Spread %
7.79%
Midpoint
38.5¢
Liquidity
$13K
Order Flow
Total Trades
1,000
Avg Trade Size
30
Median Trade Size
6
Max Trade Size
2,561
Buy Trades
907
Sell Trades
93
Buy / Sell Ratio90.7% / 9.3%