NO.PZ2023040301000038
问题如下：
A market has the following limit orders standing on its book for a particular stock:
If a trader submits an immediate-or-cancel limit buy order for 700 shares at a price of $20.50, the most likely average price the trader would pay is:
选项：
A.
$20.35
B.
$20.50
C.
$20.58
解释：
The limit buy order will be filled first with the most aggressively priced limit sell order and will be followed by filling with the higher priced limit sell orders that are needed up to and including the limit buy price until the order is filled.
Average price = [(200 x $20.20) + (300 x $20.35) + (200 x $20.50)] / 700 = $20.35
凡事写到buy limit order是看bid还是ask呀？为什么这里看ask而另外一个题看的是bid?
