Market Microstructure
China Open: Eva Lys vs McCartney Kessler →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
61
Median Trade Size
10
Max Trade Size
3,803
Buy Trades
890
Sell Trades
110
Buy / Sell Ratio89.0% / 11.0%