Market Microstructure
Parma: Varvara Lepchenko vs Viktorija Golubic →Spread Analysis
Best Bid
22.0¢
Best Ask
23.0¢
Spread
1.00¢
Spread %
4.44%
Midpoint
22.5¢
Liquidity
$89K
Order Flow
Total Trades
1,000
Avg Trade Size
167
Median Trade Size
9
Max Trade Size
40,000
Buy Trades
829
Sell Trades
171
Buy / Sell Ratio82.9% / 17.1%