Market Microstructure
Internazionali BNL d'Italia: Elisabetta Cocciaretto vs Iga Swiatek →Spread Analysis
Best Bid
12.0¢
Best Ask
13.0¢
Spread
1.00¢
Spread %
8.00%
Midpoint
12.5¢
Liquidity
$45K
Order Flow
Total Trades
1,000
Avg Trade Size
37
Median Trade Size
8
Max Trade Size
2,020
Buy Trades
838
Sell Trades
162
Buy / Sell Ratio83.8% / 16.2%