5838金融与交易简单数值题short
Round-Trip Half-Spread Cost
题目
Quotes are 80.00 bid / 80.10 ask and stay constant. A trader buys 500 shares at the ask, then later sells the same 500 shares at the bid. What is the total dollar cost of crossing the spread on the round trip, and what is it as a multiple of the half-spread per share?
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你的答案
total_cost
multiple