Market Microstructure
Zverev vs. Fritz - US Open →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
216
Median Trade Size
10
Max Trade Size
33,187
Buy Trades
742
Sell Trades
258
Buy / Sell Ratio74.2% / 25.8%