Market Microstructure
Madrid Open: Leylah Fernandez vs Mirra Andreeva →Spread Analysis
Best Bid
5.0¢
Best Ask
6.0¢
Spread
1.00¢
Spread %
18.18%
Midpoint
5.5¢
Liquidity
$115K
Order Flow
Total Trades
1,000
Avg Trade Size
34
Median Trade Size
7
Max Trade Size
2,141
Buy Trades
836
Sell Trades
164
Buy / Sell Ratio83.6% / 16.4%