Market Microstructure
Nicolas Sarkozy in jail by March 31? →Spread Analysis
Best Bid
0.4¢
Best Ask
0.5¢
Spread
0.10¢
Spread %
22.22%
Midpoint
0.5¢
Liquidity
$18K
Order Flow
Total Trades
1,000
Avg Trade Size
36
Median Trade Size
7
Max Trade Size
1,347
Buy Trades
832
Sell Trades
168
Buy / Sell Ratio83.2% / 16.8%