Market Microstructure
Madrid Open, Qualification: Arthur Gea vs Vilius Gaubas →Spread Analysis
Best Bid
8.0¢
Best Ask
9.0¢
Spread
1.00¢
Spread %
11.76%
Midpoint
8.5¢
Liquidity
$104K
Order Flow
Total Trades
1,000
Avg Trade Size
47
Median Trade Size
10
Max Trade Size
1,833
Buy Trades
779
Sell Trades
221
Buy / Sell Ratio77.9% / 22.1%