Market Microstructure
Internazionali BNL d'Italia: Federico Cina vs Alexander Blockx →Spread Analysis
Best Bid
20.0¢
Best Ask
21.0¢
Spread
1.00¢
Spread %
4.88%
Midpoint
20.5¢
Liquidity
$28K
Order Flow
Total Trades
1,000
Avg Trade Size
66
Median Trade Size
9
Max Trade Size
5,000
Buy Trades
867
Sell Trades
133
Buy / Sell Ratio86.7% / 13.3%