Market Microstructure
Roland Garros WTA: Ann Li vs Diane Parry →Spread Analysis
Best Bid
71.0¢
Best Ask
72.0¢
Spread
1.00¢
Spread %
1.40%
Midpoint
71.5¢
Liquidity
$81K
Order Flow
Total Trades
1,000
Avg Trade Size
117
Median Trade Size
9
Max Trade Size
18,528
Buy Trades
863
Sell Trades
137
Buy / Sell Ratio86.3% / 13.7%