Market Microstructure
Internazionali BNL d'Italia: Solana Sierra vs Anhelina Kalinina →Spread Analysis
Best Bid
66.0¢
Best Ask
67.0¢
Spread
1.00¢
Spread %
1.50%
Midpoint
66.5¢
Liquidity
$109K
Order Flow
Total Trades
1,000
Avg Trade Size
93
Median Trade Size
7
Max Trade Size
19,055
Buy Trades
835
Sell Trades
165
Buy / Sell Ratio83.5% / 16.5%