Market Microstructure
Roland Garros ATP: Eliot Spizzirri vs Frances Tiafoe →Spread Analysis
Best Bid
11.0¢
Best Ask
12.0¢
Spread
1.00¢
Spread %
8.70%
Midpoint
11.5¢
Liquidity
$18K
Order Flow
Total Trades
1,000
Avg Trade Size
63
Median Trade Size
7
Max Trade Size
14,365
Buy Trades
855
Sell Trades
145
Buy / Sell Ratio85.5% / 14.5%