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I would expect that the same exchanges tend to be on the same side of arbitrage spreads, for various reasons that could include lack of liquidity.
by chatmasta 9y ago
I would expect that the same exchanges tend to be on the same side of arbitrage spreads, for various reasons that could include lack of liquidity.
- hrmm1231321 9y agoIf you plot them, you will see the spreads intersect now and then. However, all the same risks apply e.g. with orders not being processed enough.