Market Microstructure
Roland Garros WTA: Emerson Jones vs Iga Swiatek →Spread Analysis
Best Bid
2.7¢
Best Ask
3.0¢
Spread
0.30¢
Spread %
10.53%
Midpoint
2.8¢
Liquidity
$22K
Order Flow
Total Trades
1,000
Avg Trade Size
87
Median Trade Size
10
Max Trade Size
20,000
Buy Trades
863
Sell Trades
137
Buy / Sell Ratio86.3% / 13.7%