Market Microstructure
Pacers vs. Magic →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
2,000
Avg Trade Size
62
Median Trade Size
8
Max Trade Size
8,472
Buy Trades
1,669
Sell Trades
331
Buy / Sell Ratio83.5% / 16.5%