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.
指交易的买价及卖价均有交易商积极参与报价的市场。
Market where dealers actively quote both buying and selling rates.
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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