Market Microstructure
Rotterdam Open, Qualification: Roberto Bautista Agut vs Thijs Boogaard →Spread Analysis
Best Bid
50.0¢
Best Ask
51.0¢
Spread
1.00¢
Spread %
1.98%
Midpoint
50.5¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
40
Median Trade Size
10
Max Trade Size
2,242
Buy Trades
809
Sell Trades
191
Buy / Sell Ratio80.9% / 19.1%