Market Microstructure
Spread: Celtics (-5.5) →Spread Analysis
Best Bid
53.0¢
Best Ask
54.0¢
Spread
1.00¢
Spread %
1.87%
Midpoint
53.5¢
Liquidity
$553K
Order Flow
Total Trades
1,000
Avg Trade Size
330
Median Trade Size
9
Max Trade Size
18,000
Buy Trades
807
Sell Trades
193
Buy / Sell Ratio80.7% / 19.3%