Market Microstructure
Madrid Open: Jannik Sinner vs Cameron Norrie →Spread Analysis
Best Bid
95.1¢
Best Ask
95.9¢
Spread
0.80¢
Spread %
0.84%
Midpoint
95.5¢
Liquidity
$37K
Order Flow
Total Trades
1,000
Avg Trade Size
63
Median Trade Size
9
Max Trade Size
3,384
Buy Trades
800
Sell Trades
200
Buy / Sell Ratio80.0% / 20.0%