Market Microstructure
Mitchell vs. Gracie →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
36
Median Trade Size
7
Max Trade Size
1,347
Buy Trades
832
Sell Trades
168
Buy / Sell Ratio83.2% / 16.8%