Question: Given the above limit order book, what is the spread? $.10,$10.10,$.20,$10.20, what is the depth-at-ask? $10.20, 5000 shares, $10.10, 10,000 shares Which of the following
Given the above limit order book, what is the spread?
$.10,$10.10,$.20,$10.20,
what is the depth-at-ask?
$10.20, 5000 shares, $10.10, 10,000 shares
Which of the following is true after the arrival of a market buy order with quantity 18,000 shares?
0 trades, 1trades, 2trades, 3trades
ask5 ask4 ask3 ask2 ask1 bid1 bid2 bid3 bid4 bid5 Price ($) 10.50 10.40 10.30 10.25 10.20 10.10 10.05 10.00 9.90 9.85 Quantity (# of shares) 50,000 45,000 5,000 20,000 10,000 5,000 10,000 4,000 10,000 20,000
Step by Step Solution
There are 3 Steps involved in it
1 Expert Approved Answer
Step: 1 Unlock
Question Has Been Solved by an Expert!
Get step-by-step solutions from verified subject matter experts
Step: 2 Unlock
Step: 3 Unlock
