Market Microstructure
FISSURE Playground 1: Lynn Vision vs. paiN →Spread Analysis
Best Bid
99.4¢
Best Ask
100.0¢
Spread
0.60¢
Spread %
0.60%
Midpoint
99.7¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
89
Median Trade Size
11
Max Trade Size
13,078
Buy Trades
809
Sell Trades
191
Buy / Sell Ratio80.9% / 19.1%