Market Microstructure
Shanghai Rolex Masters: Frances Tiafoe vs Yannick Hanfmann →Spread Analysis
Best Bid
0.1¢
Best Ask
0.3¢
Spread
0.20¢
Spread %
100.00%
Midpoint
0.2¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
34
Median Trade Size
10
Max Trade Size
1,852
Buy Trades
826
Sell Trades
174
Buy / Sell Ratio82.6% / 17.4%