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问题如下：

A market has the following limit orders standing on its book for a particular stock. The bid and ask sizes are number of shares in hundreds.

What is the market?

选项：

9.73 bid, offered at 10.14.

9.81 bid, offered at 10.10.

9.95 bid, offered at 10.02.

解释：

C is correct.

The market is 9.95 bid, offered at 10.02. The best bid is at €9.95 and the best offer is €10.02.

考点：Instructions Of Transaction Processes

市场的bid是dealer报出来一串买价中最高的那个，而市场ask是dealer报出来一串卖价中最低的那个，此时买卖价差最小，这是一对最有可能成交的价格。因此根据列表：9.95 bid, offered at 10.02.

注意这和成交量无关。