买卖报价价差是微观结构理论中最基础的研究领域，并且贯穿于微观结构理论研究的始终。
Bid ask spread is the most fundamental area of microstructure theory, and it runs through microstructure researching.
在报价驱动交易机制下，买卖价差由指令处理成本、存货成本和非对称信息成本构成。
In a quote-driven market, bid-ask spread is composed of order processing costs, stock holding costs and asymmetric information cost.
我方依据交易程序提供买卖报价，且涉及买价和卖价的价差。
Our bid and offer quotes are subject to the Trading Procedures and involve a spread between buying and selling prices.
基于浙江电力市场，采用报价差异度分析了发电商的报价行为。
In the paper based on the data of zhejiang power market bidding difference deg ree is put forward to analyze the bidding behavior of power suppliers.
利用平均电价差值积分模型将电力市场中发电商的机组报价曲线转换为一维特征向量，从而采用传统聚类方法对机组报价曲线实现分类。
This model can transform units bidding curve of power producer in market into a one-dimensional feature vector, so it can implement classification of units bidding using classical clustering method.
首先，本文定义了报价差异度，并应用报价差异度分析了浙江电力市场发电商的报价行为。
Firstly, this paper defines bidding difference degree, and applies it to analyze the generator bidding of Zhejiang electricity market.
本文选取的流动性指标包括绝对买卖价差、相对买卖价差、报价深度、金额深度和市场冲击成本指标。
To study the degree of effect of great policy or event on liquidity. This paper adopts bid-ask spread, market depth and market impact cost as the proxies for liquidity.
本文选取的流动性指标包括绝对买卖价差、相对买卖价差、报价深度、金额深度和市场冲击成本指标。
To study the degree of effect of great policy or event on liquidity. This paper adopts bid-ask spread, market depth and market impact cost as the proxies for liquidity.
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