Market Microstructure
Madrid Open: Aryna Sabalenka vs Hailey Baptiste →Spread Analysis
Best Bid
88.0¢
Best Ask
89.0¢
Spread
1.00¢
Spread %
1.13%
Midpoint
88.5¢
Liquidity
$44K
Order Flow
Total Trades
1,000
Avg Trade Size
49
Median Trade Size
7
Max Trade Size
6,466
Buy Trades
890
Sell Trades
110
Buy / Sell Ratio89.0% / 11.0%