Market Microstructure
Roland Garros ATP: Flavio Cobolli vs Yibing Wu →Spread Analysis
Best Bid
80.0¢
Best Ask
81.0¢
Spread
1.00¢
Spread %
1.24%
Midpoint
80.5¢
Liquidity
$81K
Order Flow
Total Trades
1,000
Avg Trade Size
54
Median Trade Size
8
Max Trade Size
3,705
Buy Trades
801
Sell Trades
199
Buy / Sell Ratio80.1% / 19.9%