Market Microstructure
Will annual inflation be 4.0% in May? →Spread Analysis
Best Bid
1.6¢
Best Ask
2.5¢
Spread
0.90¢
Spread %
43.90%
Midpoint
2.1¢
Liquidity
$9K
Order Flow
Total Trades
1,000
Avg Trade Size
23
Median Trade Size
6
Max Trade Size
1,940
Buy Trades
886
Sell Trades
114
Buy / Sell Ratio88.6% / 11.4%