Market Microstructure
Roland Garros ATP: Tomas Etcheverry vs Nuno Borges →Spread Analysis
Best Bid
68.0¢
Best Ask
69.0¢
Spread
1.00¢
Spread %
1.46%
Midpoint
68.5¢
Liquidity
$42K
Order Flow
Total Trades
1,000
Avg Trade Size
161
Median Trade Size
8
Max Trade Size
57,094
Buy Trades
905
Sell Trades
95
Buy / Sell Ratio90.5% / 9.5%