Market Microstructure
Roland Garros WTA: Donna Vekic vs Naomi Osaka →Spread Analysis
Best Bid
25.0¢
Best Ask
26.0¢
Spread
1.00¢
Spread %
3.92%
Midpoint
25.5¢
Liquidity
$95K
Order Flow
Total Trades
1,000
Avg Trade Size
30
Median Trade Size
8
Max Trade Size
1,000
Buy Trades
865
Sell Trades
135
Buy / Sell Ratio86.5% / 13.5%