Market Microstructure

Spread: SE Palmeiras (-2.5)

Spread Analysis

Best Bid
30.0¢
Best Ask
33.0¢
Spread
3.00¢
Spread %
9.52%
Midpoint
31.5¢
Liquidity
$5K

Order Flow

Total Trades
1,000
Avg Trade Size
24
Median Trade Size
7
Max Trade Size
2,088
Buy Trades
827
Sell Trades
173
Buy / Sell Ratio82.7% / 17.3%
Current: 31.5%·Volume: $35K·Back to Market →