Market Microstructure
Madrid Open, Qualification: Dalma Galfi vs Darja Vidmanova →Spread Analysis
Best Bid
69.0¢
Best Ask
70.0¢
Spread
1.00¢
Spread %
1.44%
Midpoint
69.5¢
Liquidity
$93K
Order Flow
Total Trades
1,000
Avg Trade Size
48
Median Trade Size
11
Max Trade Size
3,917
Buy Trades
809
Sell Trades
191
Buy / Sell Ratio80.9% / 19.1%