Market Microstructure
Will a dozen eggs cost between $2.75–3.00 in March? →Spread Analysis
Best Bid
1.0¢
Best Ask
1.3¢
Spread
0.30¢
Spread %
26.09%
Midpoint
1.1¢
Liquidity
$3K
Order Flow
Total Trades
1,000
Avg Trade Size
38
Median Trade Size
7
Max Trade Size
4,000
Buy Trades
796
Sell Trades
204
Buy / Sell Ratio79.6% / 20.4%