Market Microstructure
Wellmaker vs. Saaiman →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
208
Median Trade Size
11
Max Trade Size
59,376
Buy Trades
779
Sell Trades
221
Buy / Sell Ratio77.9% / 22.1%