Market Microstructure
Madrid Open: Mirra Andreeva vs Anna Bondar →Spread Analysis
Best Bid
79.0¢
Best Ask
80.0¢
Spread
1.00¢
Spread %
1.26%
Midpoint
79.5¢
Liquidity
$62K
Order Flow
Total Trades
1,000
Avg Trade Size
33
Median Trade Size
9
Max Trade Size
2,200
Buy Trades
845
Sell Trades
155
Buy / Sell Ratio84.5% / 15.5%