Market Microstructure
Roland Garros ATP: Jan-Lennard Struff vs Jaime Faria →Spread Analysis
Best Bid
39.0¢
Best Ask
40.0¢
Spread
1.00¢
Spread %
2.53%
Midpoint
39.5¢
Liquidity
$100K
Order Flow
Total Trades
1,000
Avg Trade Size
43
Median Trade Size
8
Max Trade Size
4,960
Buy Trades
833
Sell Trades
167
Buy / Sell Ratio83.3% / 16.7%