Market Microstructure
Internazionali BNL d'Italia: Jannik Sinner vs Casper Ruud →Spread Analysis
Best Bid
85.0¢
Best Ask
86.0¢
Spread
1.00¢
Spread %
1.17%
Midpoint
85.5¢
Liquidity
$73K
Order Flow
Total Trades
1,000
Avg Trade Size
126
Median Trade Size
14
Max Trade Size
6,736
Buy Trades
604
Sell Trades
396
Buy / Sell Ratio60.4% / 39.6%