Question: A continuous auction starts with an empty order book. The market opens and the following sequence of orders arrives: 10:00am Buy 2, limit 10 10:01am
A continuous auction starts with an empty order book. The market opens and the following sequence of orders arrives: 10:00am Buy 2, limit 10 10:01am Buy 3, limit 11 10:20am Sell 2, limit 12 10:23am Sell 2, limit 9 10:32am Buy 4, limit 12 10:50am Sell 3, limit 10 What total volume would trade? A 2 B 4 C 5 D 6 E 7
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
