Market Microstructure
Madrid Open: Anastasia Potapova vs Elena Rybakina →Spread Analysis
Best Bid
14.0¢
Best Ask
15.0¢
Spread
1.00¢
Spread %
6.90%
Midpoint
14.5¢
Liquidity
$91K
Order Flow
Total Trades
1,000
Avg Trade Size
164
Median Trade Size
11
Max Trade Size
13,308
Buy Trades
828
Sell Trades
172
Buy / Sell Ratio82.8% / 17.2%