Market Microstructure
Paris: Diane Parry vs Chloe Paquet →Spread Analysis
Best Bid
53.0¢
Best Ask
55.0¢
Spread
2.00¢
Spread %
3.70%
Midpoint
54.0¢
Liquidity
$35K
Order Flow
Total Trades
1,000
Avg Trade Size
68
Median Trade Size
8
Max Trade Size
15,000
Buy Trades
830
Sell Trades
170
Buy / Sell Ratio83.0% / 17.0%