Market Microstructure
Jets vs. Blues →Spread Analysis
Best Bid
49.0¢
Best Ask
50.0¢
Spread
1.00¢
Spread %
2.02%
Midpoint
49.5¢
Liquidity
$219K
Order Flow
Total Trades
1,000
Avg Trade Size
85
Median Trade Size
8
Max Trade Size
11,503
Buy Trades
875
Sell Trades
125
Buy / Sell Ratio87.5% / 12.5%