Market Microstructure
Internazionali BNL d'Italia: Brandon Nakashima vs Roberto Bautista Agut →Spread Analysis
Best Bid
64.0¢
Best Ask
65.0¢
Spread
1.00¢
Spread %
1.55%
Midpoint
64.5¢
Liquidity
$27K
Order Flow
Total Trades
1,000
Avg Trade Size
60
Median Trade Size
7
Max Trade Size
10,010
Buy Trades
863
Sell Trades
137
Buy / Sell Ratio86.3% / 13.7%