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Quantitative Finance · Glossário

O que é Cover price?

Definition 22.2 Market Making and High-Frequency Trading · Capítulo 22 — Bond and ETF Request-for-Quote Market Making

The cover price is the second-best quote in a request for quote, which many platforms disclose to the winning dealer after the trade; it tells the winner how much it could have shaded its quote and still won.

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