Market Microstructure
Stuart vs. Breezy →Spread Analysis
Best Bid
99.9¢
Best Ask
100.0¢
Spread
0.10¢
Spread %
0.10%
Midpoint
100.0¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
72
Median Trade Size
10
Max Trade Size
2,993
Buy Trades
800
Sell Trades
200
Buy / Sell Ratio80.0% / 20.0%