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%