Market Microstructure
Ducks vs. Oilers →Spread Analysis
Best Bid
36.0¢
Best Ask
37.0¢
Spread
1.00¢
Spread %
2.74%
Midpoint
36.5¢
Liquidity
$575K
Order Flow
Total Trades
1,000
Avg Trade Size
110
Median Trade Size
10
Max Trade Size
14,286
Buy Trades
827
Sell Trades
173
Buy / Sell Ratio82.7% / 17.3%