NO.PZ202304060100014901
问题如下：
Based on Exhibit 1, the inside bid–ask spread for the limit order book for Light Systems is closest to:
选项：
A.$0.04.
$0.07.
$0.10.
解释：
A is correct. The inside bid–ask spread, or market bid–ask spread, is the difference between the highest bid price and the lowest ask price. The highest bid price for Light Systems is $17.15, and the lowest ask price is $17.19. Therefore, the inside bid–ask spread = $17.19 – $17.15 = $0.04.
想问下 inside bid-ask spread中的best ask-best bid 是否考虑交易量的权重，这道题直接选了spread最小的， 没有考虑交易量。
但是后面那道题目计算effective spread的时候 三笔交易用了不同的mid rate，有点晕？
