聯交所操作問題

2007-04-06 8:33 pm
1.即時報價的市價是怎樣釐定?是以最新一宗交易作市價嗎?

2.限價盤自動對盤時,某一價格的買賣盤序的頭位,假設買方要買十手而賣方只賣九手,交易會盡行嗎?
如是,買方剩下的一手會自動從賣盤序的第二位買入嗎?
如不,會作何處理?
先謝。

回答 (2)

2007-04-09 7:33 am
✔ 最佳答案
即時報價的市價是以最新一宗交易作市價,但對於一些成交量低的股票,亦會以買價或賣價作市價,(如買價高過昨日收市價,賣價低過昨日收市價,沒有成交的情況下也會作為市價)

限價盤自動對盤時,某一價格的買賣盤序的頭位,假設買方是頭位要買十手而賣方頭位只賣九手,只要賣盤序賣方有第二位賣家,買方剩下的一手會自動從賣盤序的第二位買入,如賣盤序沒有第二位賣家,買方剩下的一手會自動排在買盤序的第一位繼續等候買入,直至有人賣出交易完成
2007-04-06 9:22 pm
1) real time quotation is quoted on the last trading price. There is a pre-opening reference price at 9:50 but real trading starts 10:00 am. The last price is quoted approximately 15 seconds before closing.

2) supposedly this is a buyer's order hitting on the bid side. If buyer wants to buy ten lots but the seller only has nine, then the trade will be completed with nine lots and the remaining lot will be the highest bid. It will not automatically take the next lot because it is a limit order.

Hope it helps and feel free to ask me follow up questions.

2007-04-06 13:24:08 補充:
on 2) Actually suppose this is a buyer's order hitting the ASK side.
參考: My experience in running a brokerage


收錄日期: 2021-04-12 18:52:31
原文連結 [永久失效]:
https://hk.answers.yahoo.com/question/index?qid=20070406000051KK01305

檢視 Wayback Machine 備份