Market Microstructure
Madrid Open: Karen Khachanov vs Adam Walton →Spread Analysis
Best Bid
79.0¢
Best Ask
80.0¢
Spread
1.00¢
Spread %
1.26%
Midpoint
79.5¢
Liquidity
$73K
Order Flow
Total Trades
1,000
Avg Trade Size
22
Median Trade Size
7
Max Trade Size
1,000
Buy Trades
846
Sell Trades
154
Buy / Sell Ratio84.6% / 15.4%