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Quantitative Finance · Glossary

What is Make-me-a-market, width?

Also known as: make-me-a-market · width

Definition 30.1 Markets II: Rates, FX and Credit · Chapter 30 — Market-Making Games

Make-me-a-market is a request to quote, on some uncertain quantity, a bid at which one will buy and an offer at which one will sell, for a stated size, before knowing which way the other party will trade. The width of the market is the offer minus the bid.

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