Market Microstructure
Roland Garros WTA: Aryna Sabalenka vs Elsa Jacquemot →Spread Analysis
Best Bid
97.5¢
Best Ask
97.7¢
Spread
0.20¢
Spread %
0.20%
Midpoint
97.6¢
Liquidity
$99K
Order Flow
Total Trades
1,000
Avg Trade Size
28
Median Trade Size
7
Max Trade Size
943
Buy Trades
855
Sell Trades
145
Buy / Sell Ratio85.5% / 14.5%