Market Microstructure
Hawks vs. Magic →Spread Analysis
Best Bid
61.0¢
Best Ask
62.0¢
Spread
1.00¢
Spread %
1.63%
Midpoint
61.5¢
Liquidity
$269K
Order Flow
Total Trades
1,000
Avg Trade Size
104
Median Trade Size
14
Max Trade Size
7,565
Buy Trades
795
Sell Trades
205
Buy / Sell Ratio79.5% / 20.5%