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ladycoco想放假 · 2019年11月01日

问一道题:NO.PZ2018091706000042 [ CFA II ]

问题如下图:

选项:

A.

B.

C.

解释:

我的理解刚好相反……因为该公司想要把英镑换成美元,坐市商提供的bid price比exchange market的低,不是正好说明交易量可能比较小,所以坐市商的bid price比较低嘛?哪里理解错了呢?

2 个答案

晏晏 · 2020年06月13日

难道不是交易量小,流动性差么?

源_品职助教 · 2019年11月01日

在外汇市场上探讨交易量是探讨一个相对规模,如果交易量相对规模小,不会对市场流动性产生影响,所以市场买卖价差不会拉大,只有抽干流动性的大笔交易才会拉大市场的买卖价差。

题目不是想表达做市商报价比市场低,而是想表达当前市场价差比前一日大了。

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