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Average quoted, effective, and realized bid-ask spreads by location of trade price relative to the quote.

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https://figshare.com/articles/dataset/Average_quoted_effective_and_realized_bid-ask_spreads_by_location_of_trade_price_relative_to_the_quote_/22935915
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Average quoted, effective, and realized bid-ask spreads by location of trade price relative to the quote.
创建时间:
2023-05-18
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