Market Microstructure
Lakers vs. Rockets →Spread Analysis
Best Bid
39.0¢
Best Ask
40.0¢
Spread
1.00¢
Spread %
2.53%
Midpoint
39.5¢
Liquidity
$2.6M
Order Flow
Total Trades
1,000
Avg Trade Size
50
Median Trade Size
9
Max Trade Size
2,799
Buy Trades
822
Sell Trades
178
Buy / Sell Ratio82.2% / 17.8%