Market Microstructure
Font vs. Phillips →Spread Analysis
Best Bid
99.9¢
Best Ask
100.0¢
Spread
0.10¢
Spread %
0.10%
Midpoint
100.0¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
46
Median Trade Size
9
Max Trade Size
2,466
Buy Trades
866
Sell Trades
134
Buy / Sell Ratio86.6% / 13.4%