Question
The market receives the following order flow for a stock (list is ordered chronologically): Time 10.00 10.05 10.08 10.09 10.10 10.15 10.20 10.22 10.23
The market receives the following order flow for a stock (list is ordered chronologically): Time 10.00 10.05 10.08 10.09 10.10 10.15 10.20 10.22 10.23 10.28 Trader SUE NIC ZED PAT ACE BOB MAL TEX LOU KAS Order Side Sell Buy Buy Sell Sell Buy Sell Buy Buy Sell Size 50 20 20 10 30 40 20 20 30 20 Price 40.25 40.15 market market 40.15 40.10 market 40.05 40.15 market Create the resulting limit order book after these orders have been placed. And for each of those traders who placed market orders, what was the average price of the shares they transacted?
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An Introduction To Management Science Quantitative Approaches To Decision Making
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