Market Microstructure
New Zealand T20 Series: New Zealand vs West Indies (Game 4) →Spread Analysis
Best Bid
49.0¢
Best Ask
51.0¢
Spread
2.00¢
Spread %
4.00%
Midpoint
50.0¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
137
Median Trade Size
10
Max Trade Size
8,840
Buy Trades
832
Sell Trades
168
Buy / Sell Ratio83.2% / 16.8%