Depth of book

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Depth-of-book data from exchanges is information about bids and offers inferior to the best prices that exist in equity exchanges. Brokers and investors use the data to determine supply and demand for a security and where to route larger buy and sell requests. [1]


  1. Exchanges Should Be Allowed to Set U.S. Stock-Quotation Fees, Nasdaq Says. Bloomberg.

Last modified on 6 May 2014, at 16:21