Market Microstructure
Jacoby vs. Lopes →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
220
Median Trade Size
9
Max Trade Size
86,903
Buy Trades
818
Sell Trades
182
Buy / Sell Ratio81.8% / 18.2%