Market Microstructure
Spread: Milwaukee Brewers (-1.5) →Spread Analysis
Best Bid
18.0¢
Best Ask
23.0¢
Spread
5.00¢
Spread %
24.39%
Midpoint
20.5¢
Liquidity
$11K
Order Flow
Total Trades
1,000
Avg Trade Size
78
Median Trade Size
7
Max Trade Size
5,868
Buy Trades
898
Sell Trades
102
Buy / Sell Ratio89.8% / 10.2%