Market Microstructure
Madrid Open, Qualification: Simona Waltert vs Despina Papamichail →Spread Analysis
Best Bid
83.0¢
Best Ask
85.0¢
Spread
2.00¢
Spread %
2.38%
Midpoint
84.0¢
Liquidity
$60K
Order Flow
Total Trades
1,000
Avg Trade Size
63
Median Trade Size
9
Max Trade Size
3,384
Buy Trades
800
Sell Trades
200
Buy / Sell Ratio80.0% / 20.0%