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Quantitative Finance · Begrippenlijst

Wat is Marginal fee?

Definition 17.3 Market Making and High-Frequency Trading · Hoofdstuk 17 — Rebates, Inverted Venues and Tiers

The marginal fee of a share is the change in a member’s total bill for the month caused by adding that share; below a tier cliff it includes the value of moving all the month’s volume to the better tier.

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