Spread Analysis - Mean Spreads
Markets selected are used to generate the reference for the mean spread chart. The chart then plots the aggregated spread constructed from the chosen price streams overlaid by the mean from the period.
These can be plotted by order book quantity or using each LPs top-of-book spread in the 'Quantity' tab
The Options tab allows you to consider or discard crossed market data and define the period to sample market data from: