Market Microstructure
Valencia: Alejandro Tabilo vs Dusan Lajovic →Spread Analysis
Best Bid
66.0¢
Best Ask
67.0¢
Spread
1.00¢
Spread %
1.50%
Midpoint
66.5¢
Liquidity
$98K
Order Flow
Total Trades
1,000
Avg Trade Size
221
Median Trade Size
12
Max Trade Size
36,679
Buy Trades
766
Sell Trades
234
Buy / Sell Ratio76.6% / 23.4%