Market Microstructure
Roland Garros WTA: Aryna Sabalenka vs Jessica Bouzas Maneiro →Spread Analysis
Best Bid
95.0¢
Best Ask
96.0¢
Spread
1.00¢
Spread %
1.05%
Midpoint
95.5¢
Liquidity
$47K
Order Flow
Total Trades
1,000
Avg Trade Size
89
Median Trade Size
8
Max Trade Size
18,488
Buy Trades
668
Sell Trades
332
Buy / Sell Ratio66.8% / 33.2%