Market Microstructure
Spread: Cavaliers (-3.5) →Spread Analysis
Best Bid
51.0¢
Best Ask
52.0¢
Spread
1.00¢
Spread %
1.94%
Midpoint
51.5¢
Liquidity
$258K
Order Flow
Total Trades
1,000
Avg Trade Size
49
Median Trade Size
6
Max Trade Size
3,905
Buy Trades
826
Sell Trades
174
Buy / Sell Ratio82.6% / 17.4%