Market Microstructure
Rolex Monte Carlo Masters: Corentin Moutet vs Casper Ruud →Spread Analysis
Best Bid
5.0¢
Best Ask
5.2¢
Spread
0.20¢
Spread %
3.92%
Midpoint
5.1¢
Liquidity
$110K
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%