Market Microstructure
Valencia: Roberto Bautista Agut vs Zizou Bergs →Spread Analysis
Best Bid
40.0¢
Best Ask
41.0¢
Spread
1.00¢
Spread %
2.47%
Midpoint
40.5¢
Liquidity
$133K
Order Flow
Total Trades
1,000
Avg Trade Size
310
Median Trade Size
6
Max Trade Size
140,200
Buy Trades
861
Sell Trades
139
Buy / Sell Ratio86.1% / 13.9%