Market Microstructure
Spread: Philadelphia Phillies (-1.5) →Spread Analysis
Best Bid
35.0¢
Best Ask
37.0¢
Spread
2.00¢
Spread %
5.56%
Midpoint
36.0¢
Liquidity
$7K
Order Flow
Total Trades
1,000
Avg Trade Size
40
Median Trade Size
7
Max Trade Size
2,864
Buy Trades
848
Sell Trades
152
Buy / Sell Ratio84.8% / 15.2%