Market Microstructure
Will a dozen eggs cost <$2.00 in March? →Spread Analysis
Best Bid
0.4¢
Best Ask
1.8¢
Spread
1.40¢
Spread %
127.27%
Midpoint
1.1¢
Liquidity
$14K
Order Flow
Total Trades
1,000
Avg Trade Size
50
Median Trade Size
7
Max Trade Size
8,438
Buy Trades
851
Sell Trades
149
Buy / Sell Ratio85.1% / 14.9%