Market Microstructure

Rangers vs. Canadiens

Spread Analysis

Best Bid
99.0¢
Best Ask
100.0¢
Spread
1.00¢
Spread %
1.01%
Midpoint
99.5¢
Liquidity
$0

Order Flow

Total Trades
1,000
Avg Trade Size
56
Median Trade Size
9
Max Trade Size
4,171
Buy Trades
754
Sell Trades
246
Buy / Sell Ratio75.4% / 24.6%
Current: 100.0%·Volume: $611K·Back to Market →