Market Microstructure
Madrid Open, Qualification: Hanne Vandewinkel vs Daria Snigur →Spread Analysis
Best Bid
60.0¢
Best Ask
61.0¢
Spread
1.00¢
Spread %
1.65%
Midpoint
60.5¢
Liquidity
$24K
Order Flow
Total Trades
1,000
Avg Trade Size
66
Median Trade Size
6
Max Trade Size
5,000
Buy Trades
844
Sell Trades
156
Buy / Sell Ratio84.4% / 15.6%