5785金融与交易中等数值题medium
Asymmetric Quotes From A Long Position
题目
A maker centers quotes on its reservation price r = 100.0 (already shifted below the 100.4 fair mid by a long inventory). It quotes a total spread of 0.20 but, to attract sells, places the ask only 0.06 above r and the bid the remaining width below r. What are the bid and ask prices, and which side sits closer to the fair mid of 100.4?
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你的答案
bid
ask
closer_side