Market Microstructure

Baltimore Orioles vs. New York Yankees

Spread Analysis

Best Bid
16.0¢
Best Ask
17.0¢
Spread
1.00¢
Spread %
6.06%
Midpoint
16.5¢
Liquidity
$133K

Order Flow

Total Trades
1,000
Avg Trade Size
43
Median Trade Size
10
Max Trade Size
6,150
Buy Trades
841
Sell Trades
159
Buy / Sell Ratio84.1% / 15.9%
Current: 16.5%·Volume: $455K·Back to Market →