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3. Consider LOB below: Order Price Ask2 Ask 1 Bid1 Bid2 Size 10.35 200 10.30 200 10.25 100 10.23 200 a) How will be
3. Consider LOB below: Order Price Ask2 Ask 1 Bid1 Bid2 Size 10.35 200 10.30 200 10.25 100 10.23 200 a) How will be matched market buy order of size 300? b) What to do if you want to buy 500 units? How will LOB look and how the bid/ask spread will change if you place c) B3 = 150@10.27 d) B3 = 250@10.24 e) B3 180@10.23 =
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a A market buy order of size 300 would be matched as follows 100 units would be matched at Bid1 pr...
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Elements Of Chemical Reaction Engineering
Authors: H. Fogler
6th Edition
013548622X, 978-0135486221
