Market Microstructure
Transylvania Open, Qualification: Aliona Bolsova vs Varvara Lepchenko →Spread Analysis
Best Bid
99.6¢
Best Ask
100.0¢
Spread
0.40¢
Spread %
0.40%
Midpoint
99.8¢
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
93
Median Trade Size
6
Max Trade Size
23,168
Buy Trades
802
Sell Trades
198
Buy / Sell Ratio80.2% / 19.8%