Market Microstructure
Will the Montreal Canadiens win the Eastern Conference? →Spread Analysis
Best Bid
4.0¢
Best Ask
5.0¢
Spread
1.00¢
Spread %
22.22%
Midpoint
4.5¢
Liquidity
$54K
Order Flow
Total Trades
1,000
Avg Trade Size
57
Median Trade Size
10
Max Trade Size
4,062
Buy Trades
799
Sell Trades
201
Buy / Sell Ratio79.9% / 20.1%