Market Microstructure
Will the Yankees win the World Series 4-3? →Spread Analysis
Best Bid
—
Best Ask
0.9¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
111
Median Trade Size
10
Max Trade Size
6,506
Buy Trades
832
Sell Trades
168
Buy / Sell Ratio83.2% / 16.8%