Market Microstructure

Spread: Pittsburgh Pirates (-1.5)

Spread Analysis

Best Bid
46.0¢
Best Ask
48.0¢
Spread
2.00¢
Spread %
4.26%
Midpoint
47.0¢
Liquidity
$34K

Order Flow

Total Trades
1,000
Avg Trade Size
45
Median Trade Size
10
Max Trade Size
2,723
Buy Trades
808
Sell Trades
192
Buy / Sell Ratio80.8% / 19.2%
Current: 47.0%·Volume: $34K·Back to Market →