Market Microstructure
Roland Garros, Qualification ATP: Toby Samuel vs David Goffin →Spread Analysis
Best Bid
99.9¢
Best Ask
100.0¢
Spread
0.10¢
Spread %
0.10%
Midpoint
100.0¢
Liquidity
$157K
Order Flow
Total Trades
1,000
Avg Trade Size
36
Median Trade Size
9
Max Trade Size
1,367
Buy Trades
887
Sell Trades
113
Buy / Sell Ratio88.7% / 11.3%