Market Microstructure
Will a dozen eggs cost between $3.50–3.75 in March? →Spread Analysis
Best Bid
0.3¢
Best Ask
0.9¢
Spread
0.60¢
Spread %
100.00%
Midpoint
0.6¢
Liquidity
$10K
Order Flow
Total Trades
1,000
Avg Trade Size
111
Median Trade Size
10
Max Trade Size
6,506
Buy Trades
832
Sell Trades
168
Buy / Sell Ratio83.2% / 16.8%