Market Microstructure
Madrid Open: Aryna Sabalenka vs Naomi Osaka →Spread Analysis
Best Bid
84.0¢
Best Ask
85.0¢
Spread
1.00¢
Spread %
1.18%
Midpoint
84.5¢
Liquidity
$124K
Order Flow
Total Trades
1,000
Avg Trade Size
305
Median Trade Size
6
Max Trade Size
79,149
Buy Trades
871
Sell Trades
129
Buy / Sell Ratio87.1% / 12.9%