Questions tagged [bid-ask]
For questions related to the pricing details of securities in markets where there exists the notion of "resting orders" or an "order book".
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Do market makers (equities, equity options) continually adjust bid / ask quotes or only adjust after they receive orders?
I’m stuck between two fields of thought, and I’m curious if anyone knows how this works in practice?
On one hand, if the MMS have a bid and ask based on current supply and demand and nothing changes,...
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What happens to a sell order that doesn't have enough bid matches on it's ask price? [duplicate]
A stock has a bid of 100.00 for 500 shares. I issued a sell order for 1000 shares of the same stock for 100.00.
What will happen? Will the sell order wait until there's 500 shares available at 100.00 ...
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What does it mean in a stock when the Bid volume is 100x higher than the Ask volume?
I'm trying to understand how a certain stock fluctuates, I noticed periods recently when the Bid/Ask volume looks like 50,000/500 give or take. What does this mean in human language in terms of ...
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Why do market-makers price themselves?
Why bother with an army of quants and complicated pricing models? Why not just use the market price to set your bid/ask and adjust the spread to something sensible and profitable?
I understand if ...
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volume vs amount
Which version is right:
Version 1:
Amount = Volume x Price per asset
Version 2:
Volume = Amount x Price per asset
I guess, version 2. But I am not sure..
When looking at an orderbook, the word ...
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What do I need when I want to go short?
When I buy an asset and go long, then I order the asset with the BID-Price. If I sell it, then I need the ASK-Price for the sell order.
What do I need when I want to go short?
Is the following ...
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How are limit orders executed at market open when the bid price is above the ask price (negative spread)?
In what order and at what price would these orders be executed? Consider the case that both the buyer and the seller submitted orders to their brokers while the market was closed.
It seems logical to ...
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What does it mean when the ask price stays the same but the bid price rises?
I've been taking a look at some stocks and I noticed that sometimes the bid rate begins to rise towards the ask price. While the ask price stays relatively the same. Is this indicative of an upward ...
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Are there any stocks on NASDQ that have no bid or ask price displayed?
Are there any stocks on NASDQ or other electronic exchange that have no bid price displayed? I have never seen such stock but surely there must be a situation that no one wants to buy some worthless ...
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is it possible that a stock trades and stamp prices above the bid and the ask price?
I noticed today when looking at the bid and ask of a stock that the bid was 6.02 and the ask was 6.08 and the time and sales were stamping prices of 7.20 despite having bid and and ask unchanged. Is ...
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How do market-maker orders get filled?
My understanding is that a market-maker profits by selling at or above ask and buying at bid or below in securities where there is a bid/ask spread and that's how they make money. If that's, correct ...
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What does it mean with the ask price is below the last price?
Typically, I am accustomed to seeing things like {"ask":1.0123, "last":1.0118, "bid":1.0113} but every now and then I'll catch something doing {"ask":1.0118, "last":1.0123, "bid":1.0113}, what, if ...
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do bid volumes and ask volumes represent completed trades
There is a number beside the current bid price and a number beside the current ask price. Do these numbers represent the volume of trades completed at the bid and ask prices or pending completion?
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How to estimate the average cost-per-share of a not-very-liquid ETF purchased with a market order?
I'm a Canadian resident and a few months ago I bought a US-listed Vanguard ETF of European stocks (VGK). There was a Canadian-listed version of this ETF (VE), but I chose the US-listed one because the ...
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Bid/Ask when trading ETFs?
Let's say it's an index-tracking ETF. Isn't the ETF price determined by the index value? Why does it have bid/ask spread then? Could someone explain the bid/ask concept when trading ETFs?
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How to remember and not to mix the bid and ask prices
Maybe it seems a very silly question but I think it is not.
I am working as developer for a firm and I have a huge problem to remember and distinguish what the bid and the ask prices are.
I know that ...
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Bid and ask... no limit orders [duplicate]
So I'm understanding that the bid is the price buyers are willing to pay for a stock, and ask is the price sellers are willing to sell for.
But what if there are no limit orders... only market orders....
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Is market frozen when orders are executing
Looking around I haven't found an answer to this simple question.
My understanding:
When the bid price exceeds the ask price (can you call this negative spread?) then orders start to execute. ...
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Is the limiting factor in the volume of the options market options sellers or option buyers?
For example, options trade volume is less than that of equities, and most option trading is concentrated amongst a small group of top companies.
However, that doesn't mean that there are profitable ...
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Why would a stock have a 30% spread (between Ask and Bid)?
If I am understanding this correctly, if I wanted to buy this stock, market price is $129 ish. If I want to sell, I'll get about 30% less, $98 ish.
That seems like a huge spread.
What are typical ...
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What exactly happens during Forex transaction?
We are talking about Forex market.
I want to figure out what exactly happens when I process a transaction on this market.
Can you please correct me if I'm wrong:
Assume we are working on EURUSD pair ...
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Would a market buy order execute at a ridiculous ask price?
I was looking at a Vanguard ETF after the market had closed. The ETF usually trades in the 80 dollar range. I was looking to put in a market order for some shares that would execute the next morning ...
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Why doesn't the bid/ask reflect my ask price on a spread options position I am trying to get rid of?
I entered this trade in about a week ago. It's always been under the ask but the ask never reflects my ask. Why?
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How to set a sell limit order that will actually execute?
I'm having trouble getting a good answer to this with Google. I'm also new to this. Haven't actually tried it yet.
I have several hundred shares of a security that I'm hoping to sell.
Let's say bids ...
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Bid Tick and Ask Tick
Is it possible to have a bid tick that goes down and an ask tick that goes up at the same time?
That's to say a down tick for bid and up tick for ask at the same time or when a bid tick is up so will ...
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Bid/Ask Price Clarification [Real examples]
Bid: $148.94
Ask: $149.05
Price $149.20 (Market)
Can someone explain to me why my final purchase price with the market price doesn't equal to $149.05? From my understanding, isn't that the minimum ...
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Understanding cryptocurrency buying and selling calculations
I need to understand how buying / selling works in crypto markets.
I see an ask of amount: 44608.01, rate: 0.98 in the XRP/USD market in Kraken.
Will the rate 0.98 be in USD or XRP? I'm assuming USD ...
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How do bid/ask sizes always end up being exactly hundreds of shares, rather than (for example) 84 shares?
Let's say stock XYZ has a bid price of $15.00 with a size of 400 and an ask price of $15.50 with a size of 1100. My understanding from reading on Investopedia is that these size numbers (400 and 1100) ...
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Why does high frequency trading remove small bid-ask spreads?
"The major benefit of HFT is it has improved market liquidity and removed bid-ask spreads that previously would have been too small." - Investopedia
"The size of the bid-ask spread from ...
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What is the role of a market-maker?
I am trying to understand the role of a market-maker. So, the best bid and offer depend on where orders are resting, and these orders are from retail investors or institutions or whoever. Why is it ...
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What is market order's relation to bid ask spread?
Say the bid ask in one scenario is 100/101 and in another scenario it is 90/98 ( hypothetical, for the same stock ). I want to hit a market buy order. In the second case ask is lower ( 98 ) but the ...
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Why the order was not filled though there was a last price at the moment, but no bid price?
On the Line price chart I see the last trade price was 18,26 with the volumes of 200. At the same time the best bid price is 18 and the best ask price is 18,29. I have placed an odd lot to sell 47 ...
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Help Understanding Market/Limit Orders and Bid/Ask Price
Kid gloves... this might be a stupid question, but I haven't found a real clear answer to this.
So I understand that market orders are orders to execute at current market prices and that the price ...
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How is the value of (crypto)currencies determined?
My question concerns the valuation of currencies (specifically cryptocurrencies such as bitcoin).
I understand that at any given point there may be people looking to sell currencies, the lowest of ...
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On a exchange's "recent trades" list how is a trade designated as either a sale or a buy?
If a maker is making an "ask" and then this is met by a buyer, would that be listed as sale or a buy on the "recent trades" list ?
Specifically I am using the trades list on the Kraken exchange.
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Backtesting daytrading strategy, how to handle the spread?
I am currently developing a daytrading application which based on rules and algorithms buys or sells stocks, which right now might buy/sell a stock in the magnitude of 100 per day.
I am trying to ...
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Can a limit order be fullfilled with a better price than offered? [duplicate]
When a limit order is fulfilled, is it always at the specified price? In other words, is it possible that a buy (sell) order will be completed with a lower (higher) price?
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Can I use the terms ask and bid in a service market? [closed]
I am writing a document for which:
there are companies that set a price for the service they provide
there are users that set the price for which they are willing to pay for the service
Can I call ...
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Is it possible to "Buy Up the Ask"?
If Level II for a given ticker is showing that the top ten sell orders currently displayed total 25,000 shares. Then a buyer were to enter a market order for 25,000 shares, would the order "buy up" ...
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How do hidden orders affect bid/ask price?
I am little confused on basic bid-ask concepts.
Let's suppose I have a BUY order i.e I want to buy shares.
I can either place the order at BID price, lower than BID price or higher than bid price....
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bid & ask prices and technical indicators
I have a data set with historical prices (forex but I'm assuming it can be about stocks as well) - open, low, high, close - but there's two of each - bidopen, askopen etc. I want to use those data for ...
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What mean that a `Bond` has no bid-ask value?
From what I've seen, most Bonds have no bid-ask value.
What does that mean exactly?
Supposition 1): Nobody is trying to buy or sell this Bond. In this case, which is a good value to estimate the ...
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Can a retail trader do bid-ask spread scalping through algo-trading?
Is it legal/permitted in the US public stock markets for an individual retail trader to do bid-ask spread scalping through algorithmic trading?
Do I need to follow some procedure before I can ...
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How does the spread on an orderbook affect shorting?
Say I wanted to short ABC Company because I believe the stock price will go down 7% or more. The ask price is $6 and the bid price is $5. Volume is 4-5 Million shares. I decide to short $2000 dollars ...
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bid/ask bid volume/ask volume and tick data
So far i've only traded some on plus500.
Here are my questions:
I don't really understand how things work in the background. I've understood that the ask price is the best sell offer available, the ...
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Why do I get a much better price for options with a limit order than the ask price?
When I'm buying an option, I notice that if I set a limit order for in between the ask and bid - say half way, I can often get the option at that price. Why is it that way? I thought the ask price ...
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Setting a trailing stop loss at $39.70 bid price, stock sold at $41
I just set a trailing stop loss on some stock I had before the correction we are going through right now for 10% below the bidding price. This means at $39.70, the stop loss should have been ...
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What is the final price if the bid price exceeds the ask price in an order driven market? [duplicate]
Let's assume a very simplified situation. There is only one seller asking for 10$ and there is only one buyer bidding 20$. At what price would the transaction go?
Some answers say it won't, because ...
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Bid-ask spread in order-driven stock market
The bid-ask spread can be used to measure transaction costs in a quote-driven OTC market. Can one also use the bid-ask spread to measure transaction costs for an order-driven market?
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How can I affect implied volatility of an option?
Implied Volatility represents the actual above-market premium an option contract trades for at any point in time, but it changes in mysterious ways.
If I wanted implied volatility to be higher, could ...
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