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Both women opened up with holds to-15 before Li broke Williams's serve twice in a row to move 5-1 ahead.
She had two chances to clinch the set on the American's serve in the next game but couldn't convert and had to make sure on her own serve in the next.
The first game of the second set was a mammoth one as Serena clung onto her serve after nine deuces.
She then broke Li's serve in the next game but it was soon level again as the Chinese restored parity three games later.
At 4-3, Williams broke to-love and the match was soon into a deciding third set as the 2013 French and US Open champion served out the second.
The decider was a breeze for the 32-year-old as she made it nine games in a row by romping to a 6-0 success.