Market Microstructure
Rolex Monte Carlo Masters: Tomas Machac vs Jannik Sinner →Spread Analysis
Best Bid
3.8¢
Best Ask
3.9¢
Spread
0.10¢
Spread %
2.60%
Midpoint
3.9¢
Liquidity
$86K
Order Flow
Total Trades
1,000
Avg Trade Size
58
Median Trade Size
6
Max Trade Size
13,174
Buy Trades
846
Sell Trades
154
Buy / Sell Ratio84.6% / 15.4%