Market Microstructure
Madrid Open: Aryna Sabalenka vs Peyton Stearns →Spread Analysis
Best Bid
85.0¢
Best Ask
86.0¢
Spread
1.00¢
Spread %
1.17%
Midpoint
85.5¢
Liquidity
$117K
Order Flow
Total Trades
1,000
Avg Trade Size
75
Median Trade Size
9
Max Trade Size
7,578
Buy Trades
803
Sell Trades
197
Buy / Sell Ratio80.3% / 19.7%