Market Microstructure

Madrid Open: Stefanos Tsitsipas vs Casper Ruud

Spread Analysis

Best Bid
32.0¢
Best Ask
34.0¢
Spread
2.00¢
Spread %
6.06%
Midpoint
33.0¢
Liquidity
$122K

Order Flow

Total Trades
1,000
Avg Trade Size
50
Median Trade Size
9
Max Trade Size
2,799
Buy Trades
822
Sell Trades
178
Buy / Sell Ratio82.2% / 17.8%
Current: 33.0%·Volume: $285K·Back to Market →