Market Microstructure
Internazionali BNL d'Italia: Sorana Cirstea vs Coco Gauff →Spread Analysis
Best Bid
33.0¢
Best Ask
34.0¢
Spread
1.00¢
Spread %
2.99%
Midpoint
33.5¢
Liquidity
$124K
Order Flow
Total Trades
1,000
Avg Trade Size
46
Median Trade Size
9
Max Trade Size
5,323
Buy Trades
845
Sell Trades
155
Buy / Sell Ratio84.5% / 15.5%