Market Microstructure
Lightning vs. Canadiens: O/U 5.5 →Spread Analysis
Best Bid
73.0¢
Best Ask
86.0¢
Spread
13.00¢
Spread %
16.35%
Midpoint
79.5¢
Liquidity
$11K
Order Flow
Total Trades
1,000
Avg Trade Size
48
Median Trade Size
8
Max Trade Size
4,004
Buy Trades
872
Sell Trades
128
Buy / Sell Ratio87.2% / 12.8%