Market Microstructure
Madrid: Yue Yuan vs Marina Bassols Ribera →Spread Analysis
Best Bid
61.0¢
Best Ask
62.0¢
Spread
1.00¢
Spread %
1.63%
Midpoint
61.5¢
Liquidity
$101K
Order Flow
Total Trades
1,000
Avg Trade Size
27
Median Trade Size
8
Max Trade Size
2,084
Buy Trades
818
Sell Trades
182
Buy / Sell Ratio81.8% / 18.2%