NO.PZ2018062002000025
问题如下:
Consider the following limit order book for a stock. The bid and ask sizes are number of shares in hundreds.
According to the information, which of the following statements is correct?
选项:
A.The market bid and offered is 8.98 - 9.88.
B.The market bid and offered is 8.64 - 9.88.
C.The market bid and offered is 8.98 - 9.56.
解释:
C is correct.
The market is 8.98 bid, offered at 9.56. The best bid is at $8.98 and the best offer is $9.56.
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:the market bid and offered is 8.98 - 9.56.