Market Microstructure
Saint-Malo: Lulu Sun vs Yue Yuan →Spread Analysis
Best Bid
41.0¢
Best Ask
43.0¢
Spread
2.00¢
Spread %
4.76%
Midpoint
42.0¢
Liquidity
$71K
Order Flow
Total Trades
1,000
Avg Trade Size
164
Median Trade Size
8
Max Trade Size
40,000
Buy Trades
848
Sell Trades
152
Buy / Sell Ratio84.8% / 15.2%