Market Microstructure
Milwaukee Brewers vs. Kansas City Royals →Spread Analysis
Best Bid
0.4¢
Best Ask
2.4¢
Spread
2.00¢
Spread %
142.86%
Midpoint
1.4¢
Liquidity
$6K
Order Flow
Total Trades
1,000
Avg Trade Size
28
Median Trade Size
7
Max Trade Size
943
Buy Trades
855
Sell Trades
145
Buy / Sell Ratio85.5% / 14.5%