Market Microstructure
Internazionali BNL d'Italia: Alexandra Eala vs Elena Rybakina →Spread Analysis
Best Bid
8.0¢
Best Ask
9.0¢
Spread
1.00¢
Spread %
11.76%
Midpoint
8.5¢
Liquidity
$52K
Order Flow
Total Trades
1,000
Avg Trade Size
28
Median Trade Size
6
Max Trade Size
2,154
Buy Trades
888
Sell Trades
112
Buy / Sell Ratio88.8% / 11.2%