Market Microstructure
New Zealand T20 Series: New Zealand vs West Indies (Game 3) →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
62
Median Trade Size
8
Max Trade Size
11,139
Buy Trades
844
Sell Trades
156
Buy / Sell Ratio84.4% / 15.6%