Market Microstructure
Allen vs. de Ridder →Spread Analysis
Best Bid
99.0¢
Best Ask
100.0¢
Spread
1.00¢
Spread %
1.01%
Midpoint
99.5¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
75
Median Trade Size
8
Max Trade Size
8,140
Buy Trades
827
Sell Trades
173
Buy / Sell Ratio82.7% / 17.3%