Market Microstructure
Madrid Open: Linda Noskova vs Coco Gauff →Spread Analysis
Best Bid
18.0¢
Best Ask
19.0¢
Spread
1.00¢
Spread %
5.41%
Midpoint
18.5¢
Liquidity
$199K
Order Flow
Total Trades
1,000
Avg Trade Size
74
Median Trade Size
10
Max Trade Size
6,050
Buy Trades
812
Sell Trades
188
Buy / Sell Ratio81.2% / 18.8%