Market Microstructure
Taylor vs. Serrano →Spread Analysis
Best Bid
99.5¢
Best Ask
100.0¢
Spread
0.50¢
Spread %
0.50%
Midpoint
99.8¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
143
Median Trade Size
14
Max Trade Size
19,809
Buy Trades
786
Sell Trades
214
Buy / Sell Ratio78.6% / 21.4%