Market Microstructure
Will annual inflation be 4.3% in May? →Spread Analysis
Best Bid
43.0¢
Best Ask
45.0¢
Spread
2.00¢
Spread %
4.55%
Midpoint
44.0¢
Liquidity
$14K
Order Flow
Total Trades
1,000
Avg Trade Size
112
Median Trade Size
9
Max Trade Size
20,000
Buy Trades
795
Sell Trades
205
Buy / Sell Ratio79.5% / 20.5%