Market Microstructure
Toronto Blue Jays vs. New York Yankees: O/U 8.5 →Spread Analysis
Best Bid
4.0¢
Best Ask
9.0¢
Spread
5.00¢
Spread %
76.92%
Midpoint
6.5¢
Liquidity
$12K
Order Flow
Total Trades
1,000
Avg Trade Size
45
Median Trade Size
7
Max Trade Size
3,469
Buy Trades
847
Sell Trades
153
Buy / Sell Ratio84.7% / 15.3%