Before the arrival of a large order, a market has the following limit orders standing on its
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Before the arrival of a large order, a market has the following limit orders standing on its book:
Buyer Tsubasa submits a day order to buy 15 contracts, limit f100.5. With whom does he trade, what is his average trade price, and what does the limit order book look like afterward?
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Related Book For
Investments Principles Of Portfolio And Equity Analysis
ISBN: 9780470915806
1st Edition
Authors: Michael McMillan, Jerald E. Pinto, Wendy L. Pirie, Gerhard Van De Venter, Lawrence E. Kochard
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