Market Microstructure
Croden vs. Santos →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
185
Median Trade Size
16
Max Trade Size
10,864
Buy Trades
637
Sell Trades
363
Buy / Sell Ratio63.7% / 36.3%