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开泰-王飞 · 2022年01月15日

老师能说下这个时候如何看表吗?bid和ask都是针对投资者来说的,bid不是买放价格吗?不是应该看ask这边的价格计算吗?

* 问题详情,请 查看题干

NO.PZ201512181000007302

问题如下:

Based on Exhibit 1, the total amount that SAMN will receive, on a per share basis, for executing the market sell order is closest to:

选项:

A.

$17.14.

B.

$17.15.

C.

$17.22.

解释:

B is correct. SAMN’s trading desk executes a market sell order for 1,100 shares. Based on the limit order book, the trader would first sell 900 shares at $17.15 (highest bid, Dealer B) and then sell the remaining 200 shares at $17.14 (second highest bid, Dealer C). Therefore, the approximate price per share received by SAMN for selling the 1,100 shares is equal to [(900 × $17.15) + (200 × $17.14)] /1,100 = $17.1482 per share ($17.15 rounded).

如题 ?

1 个答案

星星_品职助教 · 2022年01月16日

同学你好,

bid和ask是从dealer的角度出发的。

本题里Johnson要卖,相当于Dealer要买,所以要看bid即下图左半区。此后计算平均价格即可。