Market Microstructure
Menifield vs. Walker →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
104
Median Trade Size
14
Max Trade Size
7,565
Buy Trades
795
Sell Trades
205
Buy / Sell Ratio79.5% / 20.5%