Market Microstructure
Madrid Open, Qualification: Marco Trungelliti vs Daniel Merida Aguilar →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$380K
Order Flow
Total Trades
1,000
Avg Trade Size
151
Median Trade Size
10
Max Trade Size
30,000
Buy Trades
828
Sell Trades
172
Buy / Sell Ratio82.8% / 17.2%