Market Microstructure
Spread: Milwaukee Brewers (-3.5) →Spread Analysis
Best Bid
99.9¢
Best Ask
100.0¢
Spread
0.10¢
Spread %
0.10%
Midpoint
100.0¢
Liquidity
$99K
Order Flow
Total Trades
1,000
Avg Trade Size
57
Median Trade Size
6
Max Trade Size
5,000
Buy Trades
856
Sell Trades
144
Buy / Sell Ratio85.6% / 14.4%