Market Microstructure
Roland Garros, Qualification ATP: Alex Molcan vs Felix Gill →Spread Analysis
Best Bid
63.0¢
Best Ask
64.0¢
Spread
1.00¢
Spread %
1.57%
Midpoint
63.5¢
Liquidity
$85K
Order Flow
Total Trades
1,000
Avg Trade Size
29
Median Trade Size
8
Max Trade Size
1,768
Buy Trades
889
Sell Trades
111
Buy / Sell Ratio88.9% / 11.1%