集合競價的問題 - 股票

By Frederica
at 2019-10-22T23:27
at 2019-10-22T23:27
Table of Contents
想請問一下盤中現股集合競價的問題
委賣價 委賣量
20.0 10
20.05 5
20.10 60
20.15 80
20.20 100
假設目前有三個人同時出價要搶20價位的股票
a: 20.10 委買5
b: 20.15 委買10
c: 20.20 委買100
依價格優先順序是c > b > a
但是問題來了 c的委買量100
1.但如果以一次成交來看,他只能滑價買在20.20這個價位的100張嗎?
2.還是算各檔位部分成交 ,也就是前四檔低於價格全吃
20(10)+20.05(5)+20.10(60)+20.15(25) =(100)張
不確定是1還是2 ???,如果是1的話成本就貴蠻多的了
3.如果是1的話,因為a滑價買,所以20價位10張會全被b買走 ?
感謝各位解答
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股票
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