Market Microstructure
Wizards vs. Trail Blazers →Spread Analysis
Best Bid
7.0¢
Best Ask
8.0¢
Spread
1.00¢
Spread %
13.33%
Midpoint
7.5¢
Liquidity
$350K
Order Flow
Total Trades
1,000
Avg Trade Size
121
Median Trade Size
10
Max Trade Size
11,236
Buy Trades
828
Sell Trades
172
Buy / Sell Ratio82.8% / 17.2%