Market Microstructure
ATP Finals: Zverev vs. Ruud →Spread Analysis
Best Bid
99.6¢
Best Ask
100.0¢
Spread
0.40¢
Spread %
0.40%
Midpoint
99.8¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
111
Median Trade Size
7
Max Trade Size
7,853
Buy Trades
851
Sell Trades
149
Buy / Sell Ratio85.1% / 14.9%