DocsOrderbook
Learning Path00 Start Here01 Big Picture
IntroductionWhat Is an Order BookBids and AsksSpread and Mid PriceLimit OrdersMarket OrdersDepth and Liquidity
Matching Engine Basics02 Core Domain03 Matching Flow05 Guided Exercises06 Visual Guide07 Why This Design08 Performance Bridge
ArchitectureTechnical ArchitectureUI Notes and Terminal Ideas
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DocsMarket Structure

Spread and Mid Price

What spread and midpoint mean, and why they are useful reference values.

Spread and Mid Price

Two of the most common reference values in an order book UI are the **spread** and the **mid price**.

Spread

The spread is:

text
best ask - best bid

Example:

Best BidBest AskSpread
171.98172.020.04

The spread gives a quick sense of how tight or wide the market is.

Mid price

The mid price is the midpoint between best bid and best ask:

text
(best bid + best ask) / 2

It is a reference value, not necessarily an executable trade price.

Why the spread matters

The spread often reflects:

  • liquidity conditions
  • market maker activity
  • short-term uncertainty
  • how easy it is to cross the market without paying a large penalty

Why the mid matters

The mid is useful for:

  • centering a depth view
  • comparing nearby price levels
  • measuring relative movement around the touch

UI note

The mid should usually be visible, but it should not dominate the ladder.

It is a reference line, not the main data surface.

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