Market Microstructure
Blues vs. Flames →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
91
Median Trade Size
12
Max Trade Size
5,000
Buy Trades
780
Sell Trades
220
Buy / Sell Ratio78.0% / 22.0%