Market Microstructure
Bucharest Open, Qualification: Billy Harris vs Alex Molcan →Spread Analysis
Best Bid
23.0¢
Best Ask
24.0¢
Spread
1.00¢
Spread %
4.26%
Midpoint
23.5¢
Liquidity
$12K
Order Flow
Total Trades
1,000
Avg Trade Size
62
Median Trade Size
10
Max Trade Size
5,932
Buy Trades
845
Sell Trades
155
Buy / Sell Ratio84.5% / 15.5%