sec2100 發表於 2018-8-25 10:59:18

美國今年選擇權的bid-ask價差為0.22,台灣期交所卻用0.5

TABB Group estimates options volume is on track this year to exceed 5 billion contracts for the first time. Even more significant is the trend with respect to the quality of the market: The average bid/ask spread across the options industry was 0.22 in July 2018 and has narrowed each month since the market volatility in February. The last time markets were this tight (which is a good thing for traders) was in September 2013.

sec2100 發表於 2018-8-25 11:03:52

台灣期交所對選擇權的報價需要改革: 怎麼會10馬上跳到10.5,50馬上跳到51。據報導,美國選擇權今年(2018年)的平均委買委賣報價差點為0.22,但台灣卻有可能遠高於這個數字。
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