Market Microstructure
Madrid Open, Qualification: Yulia Starodubtseva vs Lucrezia Stefanini →Spread Analysis
Best Bid
98.5¢
Best Ask
98.9¢
Spread
0.40¢
Spread %
0.41%
Midpoint
98.7¢
Liquidity
$53K
Order Flow
Total Trades
1,000
Avg Trade Size
152
Median Trade Size
6
Max Trade Size
20,000
Buy Trades
873
Sell Trades
127
Buy / Sell Ratio87.3% / 12.7%