Market Microstructure
Madrid Open, Qualification: Nicolai Budkov Kjaer vs Francesco Maestrelli →Spread Analysis
Best Bid
59.0¢
Best Ask
61.0¢
Spread
2.00¢
Spread %
3.33%
Midpoint
60.0¢
Liquidity
$25K
Order Flow
Total Trades
1,000
Avg Trade Size
70
Median Trade Size
8
Max Trade Size
3,562
Buy Trades
828
Sell Trades
172
Buy / Sell Ratio82.8% / 17.2%