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Question 5 (5 points) Use the information below to fill the hypothetical limit order book below: A stock exchange receives the message below on limit

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Question 5 (5 points) Use the information below to fill the hypothetical limit order book below: A stock exchange receives the message below on limit order transactions for Walmart (WMT) stock BUY Limit Order: 0101, 2:04:02, WMT, BUY, 300, 588.36 SELL Limit Order: 0102, 2:04:12, WMT, SELL, 300,588.99 BUY Limit Order: 0103, 2:04:33, WMT, BUY, 100, 588.39 BUY Limit Order: 0104. 2:04:27, WMT, BUY, 250, 588.39 BUY Limit Order: 0105, 2:04:39, WMT, BUY, 600.888.42 BUY Limit Order: 0106, 2:04:42, WMT, BUY, 50, 588.36 SELL Limit Order: 0107, 2:04:43, WMT, SELL, 150, 888.88 SELL Limit Order: 0107, 2:04:43, WMT, SELL, 60,588.85 BUY Limit Order: 0107, 2:04:49, WMT, SELL, 80, 588.39 SELL Limit Order: 0107, 2:04:52, WMT, SELL, 130, 588.88 Hypothetical Limit Order Book of Walmart (WMT) Ask Side Bid Side Order ID Order ID S/N Time Bid Size Bid Price Ask Price Ask Size Time SN 5(b) use the information in 5(a) to calculate the dollar spread, relative spread and order imbalance for the NBBO trade Question 5 (5 points) Use the information below to fill the hypothetical limit order book below: A stock exchange receives the message below on limit order transactions for Walmart (WMT) stock BUY Limit Order: 0101, 2:04:02, WMT, BUY, 300, 588.36 SELL Limit Order: 0102, 2:04:12, WMT, SELL, 300,588.99 BUY Limit Order: 0103, 2:04:33, WMT, BUY, 100, 588.39 BUY Limit Order: 0104. 2:04:27, WMT, BUY, 250, 588.39 BUY Limit Order: 0105, 2:04:39, WMT, BUY, 600.888.42 BUY Limit Order: 0106, 2:04:42, WMT, BUY, 50, 588.36 SELL Limit Order: 0107, 2:04:43, WMT, SELL, 150, 888.88 SELL Limit Order: 0107, 2:04:43, WMT, SELL, 60,588.85 BUY Limit Order: 0107, 2:04:49, WMT, SELL, 80, 588.39 SELL Limit Order: 0107, 2:04:52, WMT, SELL, 130, 588.88 Hypothetical Limit Order Book of Walmart (WMT) Ask Side Bid Side Order ID Order ID S/N Time Bid Size Bid Price Ask Price Ask Size Time SN 5(b) use the information in 5(a) to calculate the dollar spread, relative spread and order imbalance for the NBBO trade

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