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沙子 · 2020年01月07日

问一道题:NO.PZ2018091706000042 [ CFA II ]

看之前有个人的问题老师的回答:“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。”

请问如何判断为什么不是说报价比前一天低,比如买入价低了,可能会觉得是不是1,交易小,2和银行关系好。

怎么能知道是比的差价呢?

问题如下图:

选项:

A.

B.

C.

解释:

1 个答案

源_品职助教 · 2020年01月07日

嗨,从没放弃的小努力你好:


因为虽然1.5498的BID小于1.5500的BID
胆识1.5507的ASK却是大于1.5507的ASK(而非小于)
所以综合买价和卖价的走势来看,应该是价差比变宽,而不是仅仅的报较低。
报价低应该就是买卖价同时低。
再者注意到,BID的价格低,这里的BID是DEALER的BID,对于投资者而言是卖
如果和银行关系好,就应该卖的高才对。


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