Market Microstructure
Hoffman vs. Warwick →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
94
Median Trade Size
8
Max Trade Size
11,910
Buy Trades
848
Sell Trades
152
Buy / Sell Ratio84.8% / 15.2%