Market Microstructure
Kings vs. Lightning →Spread Analysis
Best Bid
99.9¢
Best Ask
100.0¢
Spread
0.10¢
Spread %
0.10%
Midpoint
100.0¢
Liquidity
$0
Order Flow
Total Trades
2,000
Avg Trade Size
59
Median Trade Size
7
Max Trade Size
5,942
Buy Trades
1,715
Sell Trades
285
Buy / Sell Ratio85.8% / 14.2%