Market Microstructure
X allowed to operate in China before May? →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
2,000
Avg Trade Size
38
Median Trade Size
7
Max Trade Size
8,472
Buy Trades
1,705
Sell Trades
295
Buy / Sell Ratio85.3% / 14.7%