Market Microstructure
Internazionali BNL d'Italia: Yulia Starodubtseva vs Simona Waltert →Spread Analysis
Best Bid
9.0¢
Best Ask
10.0¢
Spread
1.00¢
Spread %
10.53%
Midpoint
9.5¢
Liquidity
$30K
Order Flow
Total Trades
1,000
Avg Trade Size
64
Median Trade Size
8
Max Trade Size
5,500
Buy Trades
817
Sell Trades
183
Buy / Sell Ratio81.7% / 18.3%