Market Microstructure
Madrid Open, Qualification: Ruth Roura vs Dominika Salkova →Spread Analysis
Best Bid
6.1¢
Best Ask
7.0¢
Spread
0.90¢
Spread %
13.74%
Midpoint
6.6¢
Liquidity
$47K
Order Flow
Total Trades
1,000
Avg Trade Size
286
Median Trade Size
23
Max Trade Size
19,324
Buy Trades
635
Sell Trades
365
Buy / Sell Ratio63.5% / 36.5%