Market Microstructure
Roland Garros ATP: Francisco Comesana vs Luciano Darderi →Spread Analysis
Best Bid
27.0¢
Best Ask
28.0¢
Spread
1.00¢
Spread %
3.64%
Midpoint
27.5¢
Liquidity
$113K
Order Flow
Total Trades
1,000
Avg Trade Size
31
Median Trade Size
7
Max Trade Size
1,544
Buy Trades
884
Sell Trades
116
Buy / Sell Ratio88.4% / 11.6%