3. Consider LOB below: Order Price Ask2 Ask 1 Bid1 Bid2 Size 10.35 200 10.30 200...

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3. Consider LOB below: Order Price Ask2 Ask 1 Bid1 Bid2 Size 10.35 200 10.30 200 10.25 100 10.23 200 a) How will be matched market buy order of size 300? b) What to do if you want to buy 500 units? How will LOB look and how the bid/ask spread will change if you place c) B3 = 150@10.27 d) B3 = 250@10.24 e) B3 180@10.23 = 3. Consider LOB below: Order Price Ask2 Ask 1 Bid1 Bid2 Size 10.35 200 10.30 200 10.25 100 10.23 200 a) How will be matched market buy order of size 300? b) What to do if you want to buy 500 units? How will LOB look and how the bid/ask spread will change if you place c) B3 = 150@10.27 d) B3 = 250@10.24 e) B3 180@10.23 =

Answer rating: 100% (QA)

a A market buy order of size 300 would be matched as follows 100 units would be matched at Bid1 pr... View the full answer