Market Microstructure
Will RCD Espanyol de Barcelona vs. Real Madrid CF end in a draw? →Spread Analysis
Best Bid
0.3¢
Best Ask
0.5¢
Spread
0.20¢
Spread %
50.00%
Midpoint
0.4¢
Liquidity
$11K
Order Flow
Total Trades
1,000
Avg Trade Size
164
Median Trade Size
8
Max Trade Size
40,000
Buy Trades
848
Sell Trades
152
Buy / Sell Ratio84.8% / 15.2%