Market Microstructure
Rolex Monte Carlo Masters: Felix Auger-Aliassime vs Marin Cilic →Spread Analysis
Best Bid
89.0¢
Best Ask
91.0¢
Spread
2.00¢
Spread %
2.22%
Midpoint
90.0¢
Liquidity
$157K
Order Flow
Total Trades
1,000
Avg Trade Size
58
Median Trade Size
6
Max Trade Size
13,174
Buy Trades
846
Sell Trades
154
Buy / Sell Ratio84.6% / 15.4%