Market Microstructure
Hamburg European Open, Qualification: Aleksandar Kovacevic vs Zhizhen Zhang →Spread Analysis
Best Bid
33.0¢
Best Ask
34.0¢
Spread
1.00¢
Spread %
2.99%
Midpoint
33.5¢
Liquidity
$21K
Order Flow
Total Trades
1,000
Avg Trade Size
28
Median Trade Size
6
Max Trade Size
2,138
Buy Trades
830
Sell Trades
170
Buy / Sell Ratio83.0% / 17.0%