Market Microstructure
Wizards vs. Knicks →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
25
Median Trade Size
5
Max Trade Size
2,084
Buy Trades
681
Sell Trades
319
Buy / Sell Ratio68.1% / 31.9%