Market Microstructure
Roland Garros WTA: Coco Gauff vs Mayar Sherif →Spread Analysis
Best Bid
94.0¢
Best Ask
95.0¢
Spread
1.00¢
Spread %
1.06%
Midpoint
94.5¢
Liquidity
$79K
Order Flow
Total Trades
1,000
Avg Trade Size
32
Median Trade Size
8
Max Trade Size
2,000
Buy Trades
876
Sell Trades
124
Buy / Sell Ratio87.6% / 12.4%