Market Microstructure
Nascimento vs. Estevam →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
55
Median Trade Size
8
Max Trade Size
11,628
Buy Trades
829
Sell Trades
171
Buy / Sell Ratio82.9% / 17.1%