Market Microstructure
Walker vs. Mayes →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
45
Median Trade Size
10
Max Trade Size
3,057
Buy Trades
863
Sell Trades
137
Buy / Sell Ratio86.3% / 13.7%