20. Based on Exhibit 1, if the DAM trader places a market order to buy 5,700 shares of NVRO at 11:50am, and the order is filled at an average price of $17.07, he will have paid an effective spread closest to:
A. $0.02.
B. $0.03.
C. $0.07.
题目说他在11:50的时候想买5,700股,但是按照表格里,11:49 Ask 3,200, 11:45 Ask 2,500,加起来才能正好满足他想买的5,700股。
为什么答案计算的时候只看了11:49的bid-ask?
我觉得正确的是按照11:49和11:45两档按照3200和2500分别加权求解。