Market Microstructure
Madrid Open: Aryna Sabalenka vs Jaqueline Cristian →Spread Analysis
Best Bid
94.0¢
Best Ask
95.0¢
Spread
1.00¢
Spread %
1.06%
Midpoint
94.5¢
Liquidity
$52K
Order Flow
Total Trades
1,000
Avg Trade Size
54
Median Trade Size
8
Max Trade Size
3,000
Buy Trades
861
Sell Trades
139
Buy / Sell Ratio86.1% / 13.9%