CFA论坛 - Powered by Discuz! Board

标题: forex spread calc [打印本页]

作者: parott 时间: 2011-7-13 13:05 标题: forex spread calc

I've seen it two ways. Is it A - spread over average bid/ask or B - spread over dealer ask.

USD:GBP - 0.8955 - 0.8993

is it A) 0.0038 / Avg (0.8955+0.8993) = 0.4234%

or is it B) 0.0038 / 0.8993 = 0.4226%

thx in advance

作者: ap0258 时间: 2011-7-13 13:05

It can be expressed as a % of the bid, midpoint, or the ask. When in doubt, I would go with the spread over the midpoint.

欢迎光临 CFA论坛 (http://forum.theanalystspace.com/)