3 ms·
Going in between the buy/ask margin means the margin got smaller which is good for all traders in the market. There is no way to "go in between" and not make it
by t0mas88 3y ago
Going in between the buy/ask margin means the margin got smaller which is good for all traders in the market. There is no way to "go in between" and not make it smaller, because the best price gets the order.
Here's a much deeper analysis on bid ask spread from HFT market making: https://www.cftc.gov/sites/default/files/2022-08/HFT_and_market_quality_ada.pdf https://www.cftc.gov/sites/default/files/2022-08/HFT_and_mar...