Market Microstructure

Spread: Arsenal FC (-1.5)

Spread Analysis

Best Bid
71.0¢
Best Ask
73.0¢
Spread
2.00¢
Spread %
2.78%
Midpoint
72.0¢
Liquidity
$54K

Order Flow

Total Trades
1,000
Avg Trade Size
65
Median Trade Size
8
Max Trade Size
4,558
Buy Trades
828
Sell Trades
172
Buy / Sell Ratio82.8% / 17.2%
Current: 72.0%·Volume: $40K·Back to Market →