Very nice work. You're onto something here.

However: I think it needs to be widened in two ways - to include last 1000 or even 10,000 bids/asks and to include far more assets. By looking at the last 100 only it gives a very small 'spread' which is of not much use.

If it was done in that way, I honestly think that you'd be able to monetise it easily  - there are many ways of doing this.

I'd like to discuss this with you, contact me if you're interested.