Market Microstructure
Heat vs. Cavaliers →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
3,000
Avg Trade Size
44
Median Trade Size
8
Max Trade Size
7,143
Buy Trades
2,653
Sell Trades
347
Buy / Sell Ratio88.4% / 11.6%