Market Microstructure

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Spread Analysis

Best Bid
78.0¢
Best Ask
79.5¢
Spread
1.50¢
Spread %
1.90%
Midpoint
78.8¢
Liquidity
$2K

Order Flow

Total Trades
1,000
Avg Trade Size
220
Median Trade Size
9
Max Trade Size
86,903
Buy Trades
818
Sell Trades
182
Buy / Sell Ratio81.8% / 18.2%
Current: 78.8%·Volume: $369K·Back to Market →