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qinyue3021 · 2018年08月04日

问一道题:NO.PZ2015122802000026 [ CFA I ]

这道题的bid价格比market bid要大,所以会成交(take the market)?不应该会make a new market啊?
1 个答案

maggie_品职助教 · 2018年08月07日

如果指令是买入,那么我们就要看看市场上的卖价,因为只有你的买入价格大于等于市场的卖出价格时买卖才能成交。不是看买入价格。加油。


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NO.PZ2015122802000026问题如下Consir the following limit orr book for a stock. The bianask sizes are number of shares in hune. A new buy limit orr is placefor 300 shares ¥123.40. This limit orr is saito: A.take the market. B.make the market. C.make a new market. is correct.This orr is saito make a new market. The new buy orr is ¥123.40, whiis better ththe current best biof ¥123.35. Therefore, the buy orr is making a new market. Hthe new orr been ¥123.35, it woulsaito make the market. Because the new buy limit orr is a priless ththe best offer of ¥123.80, it will not immeately execute anis not taking the market.考点Execution Instructions题目列出了当前市场上aler的买卖报价,现在市场中出现一个新的买价以123.4买300股。问该买单可以被看作是报价可以成交。take the market就是以报出的指令价格成交。打比比方buy orr价格正好等于best ask,立即成交了,这就是take the market。但是现在报价123.4低于aler最低的卖价123.8,因此该订单没法成交。B.可以看作是一次做市。make the market指如若买价报在best bi卖价报在 best ask,就是一次做市。本题的best bi best ask分别为123.35和123.8,而新报的买价是123.4没有落在123.35,所以这不叫make the market。C.可以看作是做了一个新市。make a new market, 它是指报价报在最高的bi最低ask之间就叫做make a new market。根据aler的买卖报价,make a new market的范围是(123.35-123.8)也就是best bibest ask,而123.4正好落在这个区间,所以是make a new market. ask报在123.8以上还是必须等于123.8才叫做make a market?

2022-04-05 23:49 2 · 回答

NO.PZ2015122802000026 make the market. make a new market. C is correct. This orr is saito make a new market. The new buy orr is ¥123.40, whiis better ththe current best biof ¥123.35. Therefore, the buy orr is making a new market. Hthe new orr been ¥123.35, it woulsaito make the market. Because the new buy limit orr is a priless ththe best offer of ¥123.80, it will not immeately execute anis not taking the market. 考点Execution Instructions 题目列出了当前市场上aler的买卖报价,现在市场中出现一个新的买价以123.4买300股。问该买单可以被看作是 报价可以成交。take the market就是以报出的指令价格成交。打比比方buy orr价格正好等于best ask,立即成交了,这就是take the market。但是现在报价123.4低于aler最低的卖价123.8,因此该订单没法成交。 B.可以看作是一次做市。make the market指如若买价报在best bi卖价报在 best ask,就是一次做市。本题的best bi best ask分别为123.35和123.8,而新报的买价是123.4没有落在123.35,所以这不叫make the market。 C.可以看作是做了一个新市。make a new market, 它是指报价报在最高的bi最低ask之间就叫做make a new market。根据aler的买卖报价,make a new market的范围是(123.35-123.8)也就是best bibest ask,而123.4正好落在这个区间,所以是make a new market. 如题。。。。。。,。,

2021-12-17 10:24 1 · 回答

NO.PZ2015122802000026 make the market. make a new market. C is correct. This orr is saito make a new market. The new buy orr is ¥123.40, whiis better ththe current best biof ¥123.35. Therefore, the buy orr is making a new market. Hthe new orr been ¥123.35, it woulsaito make the market. Because the new buy limit orr is a priless ththe best offer of ¥123.80, it will not immeately execute anis not taking the market. 考点Execution Instructions 题目列出了当前市场上aler的买卖报价,现在市场中出现一个新的买价以123.4买300股。问该买单可以被看作是 报价可以成交。take the market就是以报出的指令价格成交。打比比方buy orr价格正好等于best ask,立即成交了,这就是take the market。但是现在报价123.4低于aler最低的卖价123.8,因此该订单没法成交。 B.可以看作是一次做市。make the market指如若买价报在best bi卖价报在 best ask,就是一次做市。本题的best bi best ask分别为123.35和123.8,而新报的买价是123.4没有落在123.35,所以这不叫make the market。 C.可以看作是做了一个新市。make a new market, 它是指报价报在最高的bi最低ask之间就叫做make a new market。根据aler的买卖报价,make a new market的范围是(123.35-123.8)也就是best bibest ask,而123.4正好落在这个区间,所以是make a new market. 如题。。。。。。。。。

2021-12-17 10:21 2 · 回答

NO.PZ2015122802000026 老师这个题。是不是如果价格在123.2 就是 make the market, 如果价格正好在best bi或者best ask 就是take the orr

2021-11-11 12:34 1 · 回答

请教offer size是不是就是ask size?

2018-11-13 23:41 1 · 回答