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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 | 0 |
$7.91 | 800 | 0 |
$7.87 | 1100 | 0 |
$7.84 | 1900 | 0 |
$7.82 | 800 | 0 |
If no more orders are entered, the call price would be:
a.
$8.01
b.
$7.96
c.
$7.91
d.
$7.99
e.
Other
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