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Saturday, May 18, 2024
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NBBO Midpoint
TWAP NBBO Midpoint
It stands for time-weighted average price (TWAP) at midpoint of national best bid and best offer (NBBO); it is the...
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NBBO Midpoint
The midpoint of the national best bid and offer (NBBO); an order pegged to the NBBO midpoint (pegged-to-midpoint order) allows...
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