Problem bank
Problem 35 of 333MediumMarket MakingP035
Microprice
Best bid is $99 with size 200, best ask is $101 with size 50. What does this imply about fair value, and what is the 'microprice'?
See the hint and solution with a free account
Every problem on Quant Engine is free, with a hint and a full worked solution. Making an account takes 30 seconds and no card. Then you can see them and track what you have solved.