Market Microstructure
KHL: Traktor vs. Ak Bars Kazan →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
2,000
Avg Trade Size
60
Median Trade Size
10
Max Trade Size
8,472
Buy Trades
1,696
Sell Trades
304
Buy / Sell Ratio84.8% / 15.2%