Market Microstructure
US bank failure by May 31? →Spread Analysis
Best Bid
2.0¢
Best Ask
2.6¢
Spread
0.60¢
Spread %
26.09%
Midpoint
2.3¢
Liquidity
$5K
Order Flow
Total Trades
1,000
Avg Trade Size
33
Median Trade Size
6
Max Trade Size
3,455
Buy Trades
908
Sell Trades
92
Buy / Sell Ratio90.8% / 9.2%