Market Microstructure
Internationaux de Strasbourg: Magdalena Frech vs Talia Gibson →Spread Analysis
Best Bid
42.0¢
Best Ask
43.0¢
Spread
1.00¢
Spread %
2.35%
Midpoint
42.5¢
Liquidity
$60K
Order Flow
Total Trades
1,000
Avg Trade Size
40
Median Trade Size
10
Max Trade Size
2,242
Buy Trades
809
Sell Trades
191
Buy / Sell Ratio80.9% / 19.1%