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Liquidity Measurements The limit order book in XYZ looks like this: Buy Amounts 3,000 5,000 10,000 1,000 Price 10.00 10.01 10.02 10.04 10.05 10.06 10.09
Liquidity Measurements The limit order book in XYZ looks like this: Buy Amounts 3,000 5,000 10,000 1,000 Price 10.00 10.01 10.02 10.04 10.05 10.06 10.09 Sell Amounts 2,500 2,000 4,000 - What are the bid-ask spread and market depth? Is liquidity higher for buyers or sellers
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