Answered step by step
Verified Expert Solution
Question
1 Approved Answer
Currently, the best bid in the LOB is $ 9 . 3 3 with a bid size of 2 , the next best bid is
Currently, the best bid in the LOB is $ with a bid size of the next best bid is $ with a bid size the best ask is $ with a bid size and the next best ask is $ with a bid size
A market buy order with a size of comes in and gets executed. What is the realized spread as a percentage of the current price? Keep decimal places. For example, if the answer is enter :
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started