Market Microstructure
Roland Garros, Qualification WTA: Julia Riera vs Robin Montgomery →Spread Analysis
Best Bid
99.9¢
Best Ask
100.0¢
Spread
0.10¢
Spread %
0.10%
Midpoint
100.0¢
Liquidity
$189K
Order Flow
Total Trades
1,000
Avg Trade Size
98
Median Trade Size
10
Max Trade Size
7,849
Buy Trades
807
Sell Trades
193
Buy / Sell Ratio80.7% / 19.3%