为什么快收盘的时候,买价大于卖价?比如说今天sembcorp
Last done is 2.810, vol:6404 bid-v:12 bid-pice:3.020 sell-price:2.750 sell-v:5
但最后又正常了
Last done is 2.810, 6551 39 2.810 2.820 115
开盘前,中午,闭市前5分钟都是这样。
这段时间里,可以submit order,但是没有match,所以buy queue和sell queue可以overlap
最后sgx跑一个algorithm,定一个中间价。
sgx开盘收盘的algorithm:
http://info.sgx.com/SGXRuleb.nsf/VwCPForm_SGX_ST_RULES_Download/ST%20Rules%20Practice%20Note%2008.02.01.pdf/$File/ST%20Rules%20Practice%20Note%2008.02.01.pdf