Market Microstructure
Internazionali BNL d'Italia: Jannik Sinner vs Andrea Pellegrino →Spread Analysis
Best Bid
99.3¢
Best Ask
99.7¢
Spread
0.40¢
Spread %
0.40%
Midpoint
99.5¢
Liquidity
$76K
Order Flow
Total Trades
1,000
Avg Trade Size
87
Median Trade Size
10
Max Trade Size
9,829
Buy Trades
831
Sell Trades
169
Buy / Sell Ratio83.1% / 16.9%