Market Microstructure
Will NYSE Composite (NYA) hit 17400 (LOW) in March? →Spread Analysis
Best Bid
1.0¢
Best Ask
1.3¢
Spread
0.30¢
Spread %
26.09%
Midpoint
1.1¢
Liquidity
$146
Order Flow
Total Trades
1,000
Avg Trade Size
170
Median Trade Size
8
Max Trade Size
29,394
Buy Trades
818
Sell Trades
182
Buy / Sell Ratio81.8% / 18.2%