Market Microstructure
Celtics vs. Knicks →Spread Analysis
Best Bid
38.0¢
Best Ask
39.0¢
Spread
1.00¢
Spread %
2.60%
Midpoint
38.5¢
Liquidity
$1.1M
Order Flow
Total Trades
1,000
Avg Trade Size
56
Median Trade Size
7
Max Trade Size
7,061
Buy Trades
844
Sell Trades
156
Buy / Sell Ratio84.4% / 15.6%