Market Microstructure
Spurs vs. Nuggets →Spread Analysis
Best Bid
57.0¢
Best Ask
58.0¢
Spread
1.00¢
Spread %
1.74%
Midpoint
57.5¢
Liquidity
$44K
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%