The furthest or far-way time horizon of a market for a specific investment/ security, commodity, etc. Generally speaking, it is...
The difference between bid and offer prices (ask prices) for securities trading on exchanges or other types of venues. In...
The share-weighted average of realized spreads for order executions, depending on a market's side. For buy orders, it is equal...
The share-weighted average of effective spreads for order executions. For buy orders, it is calculated as double the amount of...
The ratio of the effective spread (share-weighted average of the execution price and the midpoint of the National Best Bid...
A spread that is equal to twice the difference between the midpoint of the bid-ask spread and the price paid...
It stands for effective spread over quoted spread; the ratio of the effective spread (share-weighted average of the execution price...
The ratio of the effective spread (share-weighted average of the execution price and the midpoint of the National Best Bid...
The smallest or minimum price increment (tick) in which the prices of tradable securities (investments, stocks, bonds, futures, etc.) are...
A peg (a pegged order) that has a floating execution price that is pegged to the movements of a midpoint...