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The realized spread: O a Is defined as twice the signed difference between the trade price and the time-of-trade quotation midpoint O D. Is defined
The realized spread: O a Is defined as twice the signed difference between the trade price and the time-of-trade quotation midpoint O D. Is defined as twice the signed difference between the trade price and the quotation midpoint observed at some specified time following the trade. O c. Measures the gross proceeds earned by a liquidity provider on a round-trip trade. o d. All of the above e Only a. and b f. Only b. and c
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