Proportional Spread
外汇网2021-06-19 16:25:12
63
A measure of a security's liquidity that is calculated by comparing the bid and ask prices quoted in the marketplace. The proportional spad is higher as liquidity decreases to compensate the dealer for the additional risk of creating a market in an illiquid security.
The proportional spad is calculated as the difference between closing ask and bid prices pided by the average price of the bid and ask.
Ask = Highest close in month
Bid = Lowest close in month
Also referred to as a proportional bid-ask spad.
Taobiz explains Proportional Spad
The proportional spad is used to give an idea of the average round-trip transaction compensation to dealers. The average transaction cost to the investor is calculated as one-half of the proportional spad. In general, proportional spads can range from less than 1% to over 5%. For example, the average proportional spad on the New York Stock Exchange was 0.6% in 2003.
标签：
- 上一篇： Frontier Markets
- 下一篇： 中报价格
随机快审展示
推荐文章
- 黑马在线:均线实战利器 8747 阅读
- 短线交易技术:外汇短线博弈精讲 4077 阅读
- MACD震荡指标入门与技巧 4209 阅读
- 黄金操盘高手实战交易技巧 4557 阅读
- 做精一张图 3309 阅读
热门文章
- 港币符号与美元符号的区别是什么啊？ 25096 阅读
- 我国各大银行汇率为什么不一样啊？ 15218 阅读
- 越南盾对人民币怎么算的？越南盾对人民币汇率换算方法是什么 10318 阅读
- 百利好环球欺诈，不给出金，无法联系。 9832 阅读
- 黑马在线:均线实战利器 8747 阅读