Market Microstructure
Pena vs. Harrison →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
67
Median Trade Size
10
Max Trade Size
3,333
Buy Trades
814
Sell Trades
186
Buy / Sell Ratio81.4% / 18.6%