@Richy_T: the pic represents the Bitstamp Orderbook over a time of 1 hour in 3D, right?
the walls below are then the (passive) Limit Orders in the Orderbook? on the left the Buy Limits? and on the right the Sell Limits? what about the (passive) Stop Orders? any chance to get them from the Orderbook?
the (active) Market Orders happens right in the time of an activity of a Buy or Sell (Last Price). therefore you need the Time&Sales Book, right?
Edit:
Btw i wanted to know why left value is always lower than the right value? What exactly you mean by the "closest" bids and asks. Does closest mean last bid and ask?
Btw i wanted to know why left value is always lower than the right value? What exactly you mean by the "closest" bids and asks. Does closest mean last bid and ask?
The large numbers at the top are the latest values for the closest bids and asks. The difference between these is the "spread".
Edit:
Btw i wanted to know why left value is always lower than the right value? What exactly you mean by the "closest" bids and asks. Does closest mean last bid and ask?
The asks are what people are selling for, the bids are what people are wanting to buy for. Asks are always higher as otherwise, there would be a sale. Market buys and sells buy or sell from the closest first.