Market Microstructure
Canucks vs. Ducks →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
66
Median Trade Size
10
Max Trade Size
3,238
Buy Trades
833
Sell Trades
167
Buy / Sell Ratio83.3% / 16.7%