Market Microstructure
Morales vs. Smith →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
97
Median Trade Size
6
Max Trade Size
29,660
Buy Trades
839
Sell Trades
161
Buy / Sell Ratio83.9% / 16.1%