Market Microstructure
Madrid Open: Jannik Sinner vs Arthur Fils →Spread Analysis
Best Bid
84.0¢
Best Ask
85.0¢
Spread
1.00¢
Spread %
1.18%
Midpoint
84.5¢
Liquidity
$268K
Order Flow
Total Trades
1,000
Avg Trade Size
34
Median Trade Size
10
Max Trade Size
1,852
Buy Trades
826
Sell Trades
174
Buy / Sell Ratio82.6% / 17.4%