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Now, assume that the state of the limit order book is as follows just before the call of CBA's opening call auction: Price Buy Quantity

Now, assume that the state of the limit order book is as follows just before the call of CBA's opening call auction: Price Buy Quantity Sell Quantity $8.08 0 1600 $8.01 0 1800 $7.99 0 1200 $7.96 1800 ...

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