Market Microstructure
Kings vs. Heat →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
2,000
Avg Trade Size
74
Median Trade Size
5
Max Trade Size
22,658
Buy Trades
1,756
Sell Trades
244
Buy / Sell Ratio87.8% / 12.2%