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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 |
The executed volume would be:
a.
1800
b.
Other
c.
0
d.
1200
e.
600
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