Market Microstructure
Madrid Open: Daniil Medvedev vs Nicolai Budkov Kjaer →Spread Analysis
Best Bid
72.0¢
Best Ask
73.0¢
Spread
1.00¢
Spread %
1.38%
Midpoint
72.5¢
Liquidity
$95K
Order Flow
Total Trades
1,000
Avg Trade Size
63
Median Trade Size
7
Max Trade Size
14,365
Buy Trades
855
Sell Trades
145
Buy / Sell Ratio85.5% / 14.5%