Market Microstructure

Spread: Arsenal FC (-2.5)

Spread Analysis

Best Bid
Best Ask
0.1¢
Spread
Spread %
Midpoint
Liquidity
$168K

Order Flow

Total Trades
1,000
Avg Trade Size
24
Median Trade Size
6
Max Trade Size
1,767
Buy Trades
871
Sell Trades
129
Buy / Sell Ratio87.1% / 12.9%
Current: 0.1%·Volume: $11K·Back to Market →