Market Microstructure
Madrid Open: Anhelina Kalinina vs Naomi Osaka →Spread Analysis
Best Bid
42.0¢
Best Ask
43.0¢
Spread
1.00¢
Spread %
2.35%
Midpoint
42.5¢
Liquidity
$55K
Order Flow
Total Trades
1,000
Avg Trade Size
87
Median Trade Size
10
Max Trade Size
9,631
Buy Trades
862
Sell Trades
138
Buy / Sell Ratio86.2% / 13.8%