Market Microstructure
Blues vs. Red Wings →Spread Analysis
Best Bid
97.5¢
Best Ask
100.0¢
Spread
2.50¢
Spread %
2.53%
Midpoint
98.8¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
66
Median Trade Size
10
Max Trade Size
8,137
Buy Trades
871
Sell Trades
129
Buy / Sell Ratio87.1% / 12.9%