Market Microstructure
Spread: Knicks (-9.5) →Spread Analysis
Best Bid
29.0¢
Best Ask
31.0¢
Spread
2.00¢
Spread %
6.67%
Midpoint
30.0¢
Liquidity
$31K
Order Flow
Total Trades
1,000
Avg Trade Size
29
Median Trade Size
8
Max Trade Size
1,768
Buy Trades
889
Sell Trades
111
Buy / Sell Ratio88.9% / 11.1%