Market Microstructure
Will Epstein Data Set 12 be released by February 28, 2026? →Spread Analysis
Best Bid
99.8¢
Best Ask
100.0¢
Spread
0.20¢
Spread %
0.20%
Midpoint
99.9¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
105
Median Trade Size
7
Max Trade Size
24,000
Buy Trades
839
Sell Trades
161
Buy / Sell Ratio83.9% / 16.1%