Market Microstructure
Subway World Series? →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
2,000
Avg Trade Size
53
Median Trade Size
8
Max Trade Size
8,472
Buy Trades
1,655
Sell Trades
345
Buy / Sell Ratio82.8% / 17.3%