Market Microstructure
Sparks vs. Mercury →Spread Analysis
Best Bid
99.9¢
Best Ask
100.0¢
Spread
0.10¢
Spread %
0.10%
Midpoint
100.0¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
40
Median Trade Size
7
Max Trade Size
4,817
Buy Trades
934
Sell Trades
66
Buy / Sell Ratio93.4% / 6.6%