Market Microstructure
Fact check: Was it a rogue actor? →Spread Analysis
Best Bid
99.8¢
Best Ask
99.9¢
Spread
0.10¢
Spread %
0.10%
Midpoint
99.8¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
75
Median Trade Size
8
Max Trade Size
4,800
Buy Trades
877
Sell Trades
123
Buy / Sell Ratio87.7% / 12.3%