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The NBBO record for ABC on a given day is in part: Time NBB NBO 1 0 : 0 1 2 5 . 2 0
The NBBO record for ABC on a given day is in part:
Time
NBB
NBO
:
:
:
:
:
Using the standard fiveminute benchmark, the realized cost for the trade is The price impact is
A
;
B
;
C
;
D
;
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