Market Microstructure
Pistons vs. Magic →Spread Analysis
Best Bid
58.0¢
Best Ask
59.0¢
Spread
1.00¢
Spread %
1.71%
Midpoint
58.5¢
Liquidity
$2.3M
Order Flow
Total Trades
1,000
Avg Trade Size
24
Median Trade Size
7
Max Trade Size
1,623
Buy Trades
843
Sell Trades
157
Buy / Sell Ratio84.3% / 15.7%