Market Microstructure
Penguins vs. Predators →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
22
Median Trade Size
8
Max Trade Size
607
Buy Trades
909
Sell Trades
91
Buy / Sell Ratio90.9% / 9.1%