Suppose that the best limit orders on the limit order book are as follows:
Bid | Ask |
Price Size 53.4 400 53.2 200 52.8 300 52.5 1000 |
Price Size 54.5 100 54.6 300 55.3 500 55.4 200 |
After a sell order of 800 with a limit price of 53:00 reaches the market and is executed, what are the new best bid and ask prices (and their respective quantities)?
With the sell order of 800 with limit price 53 and the same is executed. the Bid price 53.4 & 53.2 got cleared. All previous Ask will exist.
The new best bid would be : PRICE: 52.80 ' SIZE: 300
The new best ask would be : PRICE: 54.50 ' SIZE: 100
Suppose that the best limit orders on the limit order book are as follows: ...
Any help is appreciated! Problem 1 Assume that the limit order book is as shown in the table below. 1) What is the bid-ask spread in cents and basis points of the mid price? 2) If you buy 100 shares with a market order, an immediately sell them also with a market order, what is your P&L? 3) A limit order to buy 150 shares at $34.50 arrives in the market. What transactions occur, and what is the resulting bid-ask...
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