Market Microstructure
Mercury vs Liberty →Spread Analysis
Best Bid
99.3¢
Best Ask
99.8¢
Spread
0.50¢
Spread %
0.50%
Midpoint
99.6¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
62
Median Trade Size
10
Max Trade Size
2,338
Buy Trades
844
Sell Trades
156
Buy / Sell Ratio84.4% / 15.6%