Subjects finance

Market Depth

Step-by-step solutions with LaTeX - clean, fast, and student-friendly.

Search Solutions

Market Depth


1. The problem provides bid and ask/offer data with sizes, prices, and numbers of traders. 2. We are given three bid prices with corresponding sizes and trader counts: - Price $22.6000$, Size $150$, Traders $1$ - Price $22.5500$, Size $12$, Traders $4$ - Price $22.5000$, Size $40$, Traders $1$ 3. Similarly, the ask/offer prices with sizes and traders are: - Price $22.8000$, Size $22000$, Traders $1$ - Price $22.9000$, Size $185600$, Traders $4$ - Price $22.1500$, Size $4100$, Traders $1$ 4. This data is typically used to analyze market depth or liquidity distribution. 5. We can calculate total bid size: $150 + 12 + 40 = 202$. 6. Total ask size: $22000 + 185600 + 4100 = 211700$. 7. There are 3 bid price levels and 3 ask price levels; total number of price points is 6. 8. The problem is about interpreting this price and size data; no explicit formula or equation is given. 9. If plotting were required, a supply and demand curve could be drawn based on these data points. 10. Summary: The bid side has smaller total size and fewer traders, while the ask side shows larger sizes and more traders at higher prices.