Market Microstructure
Madrid Open, Qualification: Henrique Rocha vs Jan Choinski →Spread Analysis
Best Bid
49.0¢
Best Ask
50.0¢
Spread
1.00¢
Spread %
2.02%
Midpoint
49.5¢
Liquidity
$104K
Order Flow
Total Trades
1,000
Avg Trade Size
29
Median Trade Size
6
Max Trade Size
5,890
Buy Trades
894
Sell Trades
106
Buy / Sell Ratio89.4% / 10.6%