Market Microstructure
Weili vs. Suarez →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
67
Median Trade Size
10
Max Trade Size
3,333
Buy Trades
814
Sell Trades
186
Buy / Sell Ratio81.4% / 18.6%