Market Microstructure
Rolex Monte Carlo Masters: Tomas Etcheverry vs Terence Atmane →Spread Analysis
Best Bid
42.0¢
Best Ask
43.0¢
Spread
1.00¢
Spread %
2.35%
Midpoint
42.5¢
Liquidity
$93K
Order Flow
Total Trades
1,000
Avg Trade Size
34
Median Trade Size
9
Max Trade Size
2,250
Buy Trades
847
Sell Trades
153
Buy / Sell Ratio84.7% / 15.3%