Market Microstructure
Goff vs. Ko →Spread Analysis
Best Bid
49.0¢
Best Ask
51.0¢
Spread
2.00¢
Spread %
4.00%
Midpoint
50.0¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
31
Median Trade Size
7
Max Trade Size
2,500
Buy Trades
857
Sell Trades
143
Buy / Sell Ratio85.7% / 14.3%