Market Microstructure
Malott vs. Holland →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
2,000
Avg Trade Size
59
Median Trade Size
7
Max Trade Size
9,022
Buy Trades
1,672
Sell Trades
328
Buy / Sell Ratio83.6% / 16.4%