Market Microstructure
Russian strike on Poland by June 30? →Spread Analysis
Best Bid
3.4¢
Best Ask
4.4¢
Spread
1.00¢
Spread %
25.64%
Midpoint
3.9¢
Liquidity
$17K
Order Flow
Total Trades
1,000
Avg Trade Size
87
Median Trade Size
7
Max Trade Size
24,068
Buy Trades
887
Sell Trades
113
Buy / Sell Ratio88.7% / 11.3%