Market Microstructure
Will annual inflation be 4.1% in May? →Spread Analysis
Best Bid
2.2¢
Best Ask
3.2¢
Spread
1.00¢
Spread %
37.04%
Midpoint
2.7¢
Liquidity
$10K
Order Flow
Total Trades
1,000
Avg Trade Size
33
Median Trade Size
6
Max Trade Size
2,667
Buy Trades
860
Sell Trades
140
Buy / Sell Ratio86.0% / 14.0%