Market Microstructure
New Zealand T20 Series: New Zealand vs West Indies (Game 2) →Spread Analysis
Best Bid
99.8¢
Best Ask
100.0¢
Spread
0.20¢
Spread %
0.20%
Midpoint
99.9¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
55
Median Trade Size
9
Max Trade Size
4,628
Buy Trades
829
Sell Trades
171
Buy / Sell Ratio82.9% / 17.1%