Market Microstructure
Roland Garros, Qualification ATP: Nicolai Budkov Kjaer vs Tom Gentzsch →Spread Analysis
Best Bid
61.0¢
Best Ask
63.0¢
Spread
2.00¢
Spread %
3.23%
Midpoint
62.0¢
Liquidity
$61K
Order Flow
Total Trades
1,000
Avg Trade Size
102
Median Trade Size
8
Max Trade Size
19,000
Buy Trades
825
Sell Trades
175
Buy / Sell Ratio82.5% / 17.5%