Market Microstructure
KHL: Severstal Cherepovets vs. Lokomotiv Yaroslavl →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
56
Median Trade Size
10
Max Trade Size
3,055
Buy Trades
767
Sell Trades
233
Buy / Sell Ratio76.7% / 23.3%