Market Microstructure
Devils vs. Canadiens →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
1,000
Avg Trade Size
55
Median Trade Size
8
Max Trade Size
11,628
Buy Trades
829
Sell Trades
171
Buy / Sell Ratio82.9% / 17.1%