Suppose that the best limit orders on the limit order book are as follows: ...
Suppose that the best limit orders on the limit order book are as follows:
| Bid | Ask |
|
Price Size 53.4 400 53.2 200 52.8 300 52.5 1000 |
Price Size 54.5 100 54.6 300 55.3 500 55.4 200 |
After a sell order of 800 with a limit price of 53:00 reaches the market and is executed, what are the new best bid and ask prices (and their respective quantities)?
Homework Answers
With the sell order of 800 with limit price 53 and the same is executed. the Bid price 53.4 & 53.2 got cleared. All previous Ask will exist.
The new best bid would be : PRICE: 52.80 ' SIZE: 300
The new best ask would be : PRICE: 54.50 ' SIZE: 100
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Suppose that the best limit orders on the limit order book are as follows: ...
Any help is appreciated! Problem 1 Assume that the limit order book is as shown in...
Any help is appreciated!
Problem 1 Assume that the limit order book is as shown in the table below. 1) What is the bid-ask spread in cents and basis points of the mid price? 2) If you buy 100 shares with a market order, an immediately sell them also with a market order, what is your P&L? 3) A limit order to buy 150 shares at $34.50 arrives in the market. What transactions occur, and what is the resulting bid-ask...
The order book has two 200 share bids at $74.50 and two 300 share offers at...
The order book has two 200 share bids at $74.50 and two 300 share offers at $75.15. Describe what happens if: You enter a limit order to buy 300 shares at $74.85. Group of answer choices Buy at 75.15 to pay 22,545 Buy at 74.50 to pay 22,350 Not executed; Entered on the Ask side as the best offer Not executed; Entered on the Bid side as the best bid
10. General Consider the following limit order book for a share of stock. The last trade...
10. General Consider the following limit order book for a share of stock. The last trade in the stock occurred at a price of $50. Limit Buy Orders Limit Sell Orders Price Shares Price Shares $49.75 600 $50.25 200 49.5 2000 50.5 1000 49.25 5000 51 300 49 300 55.5 800 48.5 1000 10a. Is the limit-order book bullish or bearish now? Please explain in one sentence. 10b. If a market buy order for 600 shares comes in, what is...
The table below shows the limit order book for Foghorn Enterprises. Limit Buy Orders Limit Sell...
The table below shows the limit order book for Foghorn Enterprises. Limit Buy Orders Limit Sell Orders Price Shares Price Shares $92.05 100 $92.17 800 92.04 300 92.16 500 92.03 450 92.15 300 92.02 900 92.14 600 92.01 1,600 92.13 300 92.12 400 92.11 245 a. If you place a market order to buy 1,150 shares, in what sequence will you pay for the shares? (Round the price to 2 decimal places.Round number of shares to the nearest whole number.)...
4.LVMH is a French firm listed on the Paris Bourse, You can access the central limit...
4.LVMH is a French firm listed on the Paris Bourse, You can access the central limit order book directlv on the internet and find the following information (the limit Prices for sell orders are ask prices and those for buy orders are bid prices: Sell Orders Buy Orders Quantity LimiQuantity Limit 1,000 58 3,000 54 1,000 53 1,000 52 2,000 46 500 51 10049 500 48 1,000 47 10,000 44 You wish to buy 3,000 shares and enter a market...
Consider the following limit order book for a share of stock. The last trade in the...
Consider the following limit order book for a share of stock. The last trade in the stock occurred at a price of $140. Limit Buy Orders Price Shares $139.75 700 139.70 1,000 139.65 700 139.60 200 138.65 800 Limit Sell Orders Price Shares $139.80 125 139.85 125 139.90 350 139.95 125 a. If a market buy order for 125 shares comes in, at what price will it be filled? (Round your answer to 2 decimal places.) Best price b. At...
The following is an order book for News Corp shares. Consider the case where there is...
The following is an order book for News Corp shares. Consider
the case where there is a limit buy order for 650 shares at $16.59,
followed by a limit sell order for 600 shares at $16.55. Based on
this information, which of the following statements is correct?
Select one answer and give reasons for each:
a) After the initial limit buy order, there will be 150 shares
at $16.59 on the bid side of the order book.
b) The subsequent...
13. An exchange limit order book looks like this: Bid $98.50 $98.00 $97.50 If an investor...
13. An exchange limit order book looks like this: Bid $98.50 $98.00 $97.50 If an investor places a limit sell order for 50 shares at a price of $100, at what price will they be filled? a. $99.50 Size 100 50 100 Ask 599.50 $100.25 5100.75 100 150 50 b. $98.50 c. They will not be filled d. $100.00
Consider the follow order be are limit orders away from the market. How order book exists...
Consider the follow order be are limit orders away from the market. How order book exists for a particular stock." per share. particular stock. That is, these the market". The stock last traded at $56.64 Buy Orders Sell Orders Shares 250 600 900 1200 Price $55.50 $55.40 $55.30 $55.20 Shares Price 100 $65.60 500 $55.70 750 $55.80 800 $55.90 15. If you put in a market order to buy 400 shares of stock, what wit be the total cost of...
Any help is appreciated!
Problem 1 Assume that the limit order book is as shown in the table below. 1) What is the bid-ask spread in cents and basis points of the mid price? 2) If you buy 100 shares with a market order, an immediately sell them also with a market order, what is your P&L? 3) A limit order to buy 150 shares at $34.50 arrives in the market. What transactions occur, and what is the resulting bid-ask...
10. General Consider the following limit order book for a share of stock. The last trade in the stock occurred at a price of $50. Limit Buy Orders Limit Sell Orders Price Shares Price Shares $49.75 600 $50.25 200 49.5 2000 50.5 1000 49.25 5000 51 300 49 300 55.5 800 48.5 1000 10a. Is the limit-order book bullish or bearish now? Please explain in one sentence. 10b. If a market buy order for 600 shares comes in, what is...
4.LVMH is a French firm listed on the Paris Bourse, You can access the central limit order book directlv on the internet and find the following information (the limit Prices for sell orders are ask prices and those for buy orders are bid prices: Sell Orders Buy Orders Quantity LimiQuantity Limit 1,000 58 3,000 54 1,000 53 1,000 52 2,000 46 500 51 10049 500 48 1,000 47 10,000 44 You wish to buy 3,000 shares and enter a market...
Consider the following limit order book for a share of stock. The last trade in the stock occurred at a price of $140. Limit Buy Orders Price Shares $139.75 700 139.70 1,000 139.65 700 139.60 200 138.65 800 Limit Sell Orders Price Shares $139.80 125 139.85 125 139.90 350 139.95 125 a. If a market buy order for 125 shares comes in, at what price will it be filled? (Round your answer to 2 decimal places.) Best price b. At...
The following is an order book for News Corp shares. Consider
the case where there is a limit buy order for 650 shares at $16.59,
followed by a limit sell order for 600 shares at $16.55. Based on
this information, which of the following statements is correct?
Select one answer and give reasons for each:
a) After the initial limit buy order, there will be 150 shares
at $16.59 on the bid side of the order book.
b) The subsequent...
13. An exchange limit order book looks like this: Bid $98.50 $98.00 $97.50 If an investor places a limit sell order for 50 shares at a price of $100, at what price will they be filled? a. $99.50 Size 100 50 100 Ask 599.50 $100.25 5100.75 100 150 50 b. $98.50 c. They will not be filled d. $100.00
Consider the follow order be are limit orders away from the market. How order book exists for a particular stock." per share. particular stock. That is, these the market". The stock last traded at $56.64 Buy Orders Sell Orders Shares 250 600 900 1200 Price $55.50 $55.40 $55.30 $55.20 Shares Price 100 $65.60 500 $55.70 750 $55.80 800 $55.90 15. If you put in a market order to buy 400 shares of stock, what wit be the total cost of...
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