Market Microstructure

Madrid Open: Sorana Cirstea vs Tyra Caterina Grant

Spread Analysis

Best Bid
73.0¢
Best Ask
74.0¢
Spread
1.00¢
Spread %
1.36%
Midpoint
73.5¢
Liquidity
$60K

Order Flow

Total Trades
1,000
Avg Trade Size
160
Median Trade Size
10
Max Trade Size
11,691
Buy Trades
879
Sell Trades
121
Buy / Sell Ratio87.9% / 12.1%
Current: 73.5%·Volume: $110K·Back to Market →