Abstract
The book of a certain security is nothing else than the list of the prices and quantities of that asset that at that time are on sale and that the market is willing to purchase.
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Notes
- 1.
Actually, the term depth of the market should be used in a more technical sense, i.e., as the size that an order must have to move the price of a certain amount, as we shall see.
- 2.
Spreadsheet: Market Depth.
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© 2012 Springer-Verlag Italia
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Di Lorenzo, R. (2012). Market Depth. In: How to Make Money by Fast Trading. Perspectives in Business Culture. Springer, Milano. https://doi.org/10.1007/978-88-470-2534-9_4
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DOI: https://doi.org/10.1007/978-88-470-2534-9_4
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Publisher Name: Springer, Milano
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Online ISBN: 978-88-470-2534-9
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