Market Microstructure
Rolex Monte Carlo Masters: Valentin Vacherot vs Hubert Hurkacz →Spread Analysis
Best Bid
58.0¢
Best Ask
59.0¢
Spread
1.00¢
Spread %
1.71%
Midpoint
58.5¢
Liquidity
$85K
Order Flow
Total Trades
1,000
Avg Trade Size
37
Median Trade Size
8
Max Trade Size
2,020
Buy Trades
838
Sell Trades
162
Buy / Sell Ratio83.8% / 16.2%