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. following LOB, calculate the price changes in LO LOB 5 4 3 2 Depth Available 0 -2 -3 4 -5 1.95 1.96 1.97 1.98

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following LOB, calculate the price changes in LO LOB 5 4 3 2 Depth Available 0 -2 -3 4 -5 1.95 1.96 1.97 1.98 1.99 2 2.01 2.02 2.03 204 205 2.06 Price (USD) Values after arrival (USD) Arriving order x ()t2) s) () (7) 1.99 2.02 2.005 0.03 Initial value ($1.96,-0.7.) ($2.02. -o.) ($2.00. -20, t.) ($2.02, -30, 1.) ($2.06. -40..) ($2.00.01.) ($2.04.20. t.) ($1.99, o.t.) (81.97, 16, (:) ($1.98,60. (2) following LOB, calculate the price changes in LO LOB 5 4 3 2 Depth Available 0 -2 -3 4 -5 1.95 1.96 1.97 1.98 1.99 2 2.01 2.02 2.03 204 205 2.06 Price (USD) Values after arrival (USD) Arriving order x ()t2) s) () (7) 1.99 2.02 2.005 0.03 Initial value ($1.96,-0.7.) ($2.02. -o.) ($2.00. -20, t.) ($2.02, -30, 1.) ($2.06. -40..) ($2.00.01.) ($2.04.20. t.) ($1.99, o.t.) (81.97, 16, (:) ($1.98,60. (2)

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