Market Microstructure
Ducks vs. Oilers →Spread Analysis
Best Bid
39.0¢
Best Ask
40.0¢
Spread
1.00¢
Spread %
2.53%
Midpoint
39.5¢
Liquidity
$287K
Order Flow
Total Trades
1,000
Avg Trade Size
34
Median Trade Size
10
Max Trade Size
1,852
Buy Trades
826
Sell Trades
174
Buy / Sell Ratio82.6% / 17.4%