Market Microstructure
Romious vs. Lee →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
18
Median Trade Size
7
Max Trade Size
793
Buy Trades
804
Sell Trades
196
Buy / Sell Ratio80.4% / 19.6%