Market Microstructure
Internazionali BNL d'Italia: Caty McNally vs Iga Swiatek →Spread Analysis
Best Bid
10.0¢
Best Ask
11.0¢
Spread
1.00¢
Spread %
9.52%
Midpoint
10.5¢
Liquidity
$23K
Order Flow
Total Trades
1,000
Avg Trade Size
55
Median Trade Size
8
Max Trade Size
4,566
Buy Trades
833
Sell Trades
167
Buy / Sell Ratio83.3% / 16.7%