Market Microstructure
Roland Garros WTA: Iva Jovic vs Emma Navarro →Spread Analysis
Best Bid
52.0¢
Best Ask
53.0¢
Spread
1.00¢
Spread %
1.90%
Midpoint
52.5¢
Liquidity
$100K
Order Flow
Total Trades
1,000
Avg Trade Size
36
Median Trade Size
9
Max Trade Size
1,367
Buy Trades
887
Sell Trades
113
Buy / Sell Ratio88.7% / 11.3%