Market Microstructure
New Zealand ODI Series: New Zealand vs England (Oct 28) →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
42
Median Trade Size
8
Max Trade Size
3,412
Buy Trades
874
Sell Trades
126
Buy / Sell Ratio87.4% / 12.6%