Market Microstructure
US downs a Mexican cartel drone by March 31? →Spread Analysis
Best Bid
1.1¢
Best Ask
2.0¢
Spread
0.90¢
Spread %
58.06%
Midpoint
1.6¢
Liquidity
$19K
Order Flow
Total Trades
1,000
Avg Trade Size
19
Median Trade Size
5
Max Trade Size
1,000
Buy Trades
849
Sell Trades
151
Buy / Sell Ratio84.9% / 15.1%