Market Microstructure
Canadiens vs. Sabres: O/U 5.5 →Spread Analysis
Best Bid
49.0¢
Best Ask
50.0¢
Spread
1.00¢
Spread %
2.02%
Midpoint
49.5¢
Liquidity
$120K
Order Flow
Total Trades
1,000
Avg Trade Size
310
Median Trade Size
6
Max Trade Size
140,200
Buy Trades
861
Sell Trades
139
Buy / Sell Ratio86.1% / 13.9%