Statistics
The best bid is 100.00 with 600 shares resting and the best ask is 100.02 with 200 shares resting. The microprice weights each side's price by the opposite side's queue size:What is the microprice, in dollars?
⚡ Build the skills to land top-paying quant jobs. Offer ends in 25d 09h 53m 01s25 days 9 hours 53 minutes 1 seconds.
The best bid is 100.00 with 600 shares resting and the best ask is 100.02 with 200 shares resting. The microprice weights each side's price by the opposite side's queue size:What is the microprice, in dollars?