Market Microstructure
Washington Nationals vs. New York Mets →Spread Analysis
Best Bid
35.0¢
Best Ask
36.0¢
Spread
1.00¢
Spread %
2.82%
Midpoint
35.5¢
Liquidity
$439K
Order Flow
Total Trades
1,000
Avg Trade Size
86
Median Trade Size
10
Max Trade Size
5,384
Buy Trades
844
Sell Trades
156
Buy / Sell Ratio84.4% / 15.6%