Market Microstructure
Heat vs. Jazz →Spread Analysis
Best Bid
99.9¢
Best Ask
100.0¢
Spread
0.10¢
Spread %
0.10%
Midpoint
100.0¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
58
Median Trade Size
6
Max Trade Size
13,174
Buy Trades
846
Sell Trades
154
Buy / Sell Ratio84.6% / 15.4%