Market Microstructure
Spread: Pittsburgh Pirates (-1.5) →Spread Analysis
Best Bid
22.0¢
Best Ask
28.0¢
Spread
6.00¢
Spread %
24.00%
Midpoint
25.0¢
Liquidity
$3K
Order Flow
Total Trades
1,000
Avg Trade Size
92
Median Trade Size
9
Max Trade Size
21,061
Buy Trades
859
Sell Trades
141
Buy / Sell Ratio85.9% / 14.1%