Market Microstructure
Roland Garros, Qualification ATP: Jan Choinski vs Pierre-Hugues Herbert →Spread Analysis
Best Bid
50.0¢
Best Ask
51.0¢
Spread
1.00¢
Spread %
1.98%
Midpoint
50.5¢
Liquidity
$61K
Order Flow
Total Trades
1,000
Avg Trade Size
77
Median Trade Size
10
Max Trade Size
5,532
Buy Trades
840
Sell Trades
160
Buy / Sell Ratio84.0% / 16.0%