Market Microstructure
Madrid Open: Zeynep Sonmez vs Cristina Bucsa →Spread Analysis
Best Bid
60.0¢
Best Ask
62.0¢
Spread
2.00¢
Spread %
3.28%
Midpoint
61.0¢
Liquidity
$81K
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%