Market Microstructure
Will a dozen eggs cost ≥$4.00 in March? →Spread Analysis
Best Bid
—
Best Ask
0.2¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$12K
Order Flow
Total Trades
1,000
Avg Trade Size
59
Median Trade Size
7
Max Trade Size
6,321
Buy Trades
874
Sell Trades
126
Buy / Sell Ratio87.4% / 12.6%