Tous les livres

Professionnel

Applis À propos Coach Connexion Commencer la lecture

Quantitative Finance · Glossaire

Qu'est-ce que « Reference price waiver and large-in-scale waiver » ?

Aussi appelé : reference price waiver · large-in-scale waiver

Definition 11.7 Markets I: The Ecosystem and Exchange-Traded Markets · Chapitre 11 — European Equity Market Structure

Under the reference price waiver a venue need not display orders that execute at a price taken from another market, in practice the midpoint of the primary exchange’s quote. Under the large-in-scale waiver it need not display an order that is large compared with normal market size for that share.

Lire dans le chapitre →