Market Microstructure
Ducks vs. Golden Knights →Spread Analysis
Best Bid
39.0¢
Best Ask
40.0¢
Spread
1.00¢
Spread %
2.53%
Midpoint
39.5¢
Liquidity
$300K
Order Flow
Total Trades
1,000
Avg Trade Size
57
Median Trade Size
10
Max Trade Size
4,062
Buy Trades
799
Sell Trades
201
Buy / Sell Ratio79.9% / 20.1%