Market Microstructure
Will annual inflation increase by 3.2% in March? →Spread Analysis
Best Bid
11.0¢
Best Ask
14.0¢
Spread
3.00¢
Spread %
24.00%
Midpoint
12.5¢
Liquidity
$3K
Order Flow
Total Trades
1,000
Avg Trade Size
93
Median Trade Size
7
Max Trade Size
19,055
Buy Trades
835
Sell Trades
165
Buy / Sell Ratio83.5% / 16.5%