Market Microstructure
Madrid Open: Hailey Baptiste vs Mirra Andreeva →Spread Analysis
Best Bid
32.0¢
Best Ask
33.0¢
Spread
1.00¢
Spread %
3.08%
Midpoint
32.5¢
Liquidity
$124K
Order Flow
Total Trades
1,000
Avg Trade Size
43
Median Trade Size
7
Max Trade Size
3,171
Buy Trades
856
Sell Trades
144
Buy / Sell Ratio85.6% / 14.4%