Market Microstructure
Madrid Open: Alexander Bublik vs Stefanos Tsitsipas →Spread Analysis
Best Bid
64.0¢
Best Ask
65.0¢
Spread
1.00¢
Spread %
1.55%
Midpoint
64.5¢
Liquidity
$63K
Order Flow
Total Trades
1,000
Avg Trade Size
36
Median Trade Size
9
Max Trade Size
1,367
Buy Trades
887
Sell Trades
113
Buy / Sell Ratio88.7% / 11.3%