Market Microstructure
Magic vs. Pistons →Spread Analysis
Best Bid
21.0¢
Best Ask
22.0¢
Spread
1.00¢
Spread %
4.65%
Midpoint
21.5¢
Liquidity
$225K
Order Flow
Total Trades
1,000
Avg Trade Size
116
Median Trade Size
8
Max Trade Size
33,512
Buy Trades
857
Sell Trades
143
Buy / Sell Ratio85.7% / 14.3%