Market Microstructure
Madrid Open: Emilio Nava vs Valentin Vacherot →Spread Analysis
Best Bid
25.0¢
Best Ask
26.0¢
Spread
1.00¢
Spread %
3.92%
Midpoint
25.5¢
Liquidity
$68K
Order Flow
Total Trades
1,000
Avg Trade Size
28
Median Trade Size
7
Max Trade Size
1,789
Buy Trades
800
Sell Trades
200
Buy / Sell Ratio80.0% / 20.0%