Market Microstructure
Roland Garros ATP: Raphael Collignon vs Ben Shelton →Spread Analysis
Best Bid
32.0¢
Best Ask
34.0¢
Spread
2.00¢
Spread %
6.06%
Midpoint
33.0¢
Liquidity
$87K
Order Flow
Total Trades
1,000
Avg Trade Size
42
Median Trade Size
6
Max Trade Size
4,391
Buy Trades
882
Sell Trades
118
Buy / Sell Ratio88.2% / 11.8%