Market Microstructure
Madrid Open: Marie Bouzkova vs Anhelina Kalinina →Spread Analysis
Best Bid
22.0¢
Best Ask
23.0¢
Spread
1.00¢
Spread %
4.44%
Midpoint
22.5¢
Liquidity
$194K
Order Flow
Total Trades
1,000
Avg Trade Size
149
Median Trade Size
7
Max Trade Size
40,334
Buy Trades
843
Sell Trades
157
Buy / Sell Ratio84.3% / 15.7%