Market Microstructure

Roland Garros WTA: Victoria Mboko vs Katerina Siniakova

Spread Analysis

Best Bid
72.0¢
Best Ask
73.0¢
Spread
1.00¢
Spread %
1.38%
Midpoint
72.5¢
Liquidity
$62K

Order Flow

Total Trades
1,000
Avg Trade Size
65
Median Trade Size
10
Max Trade Size
15,342
Buy Trades
857
Sell Trades
143
Buy / Sell Ratio85.7% / 14.3%
Current: 72.5%·Volume: $17K·Back to Market →