Market Microstructure
Kings vs. Heat →Spread Analysis
Best Bid
99.5¢
Best Ask
100.0¢
Spread
0.50¢
Spread %
0.50%
Midpoint
99.8¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
32
Median Trade Size
8
Max Trade Size
3,000
Buy Trades
856
Sell Trades
144
Buy / Sell Ratio85.6% / 14.4%