Market Microstructure
US bank failure by January 31? →Spread Analysis
Best Bid
99.9¢
Best Ask
100.0¢
Spread
0.10¢
Spread %
0.10%
Midpoint
100.0¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
43
Median Trade Size
9
Max Trade Size
3,452
Buy Trades
786
Sell Trades
214
Buy / Sell Ratio78.6% / 21.4%