Market Microstructure
Will someone else win the Nobel prize in literature? →Spread Analysis
Best Bid
99.6¢
Best Ask
99.9¢
Spread
0.30¢
Spread %
0.30%
Midpoint
99.8¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
80
Median Trade Size
8
Max Trade Size
13,915
Buy Trades
847
Sell Trades
153
Buy / Sell Ratio84.7% / 15.3%