Market Microstructure
Will the Buffalo Sabres win the Atlantic Division? →Spread Analysis
Best Bid
42.6¢
Best Ask
46.4¢
Spread
3.80¢
Spread %
8.54%
Midpoint
44.5¢
Liquidity
$5K
Order Flow
Total Trades
1,000
Avg Trade Size
29
Median Trade Size
6
Max Trade Size
1,887
Buy Trades
815
Sell Trades
185
Buy / Sell Ratio81.5% / 18.5%