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Suppose the spot USD/CHF exchange rate quotation is 0.7910 - 0.7917. The percentage bid-ask spread on the USD is:
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The bid-ask spread = [(0.7917 ? 0.7910) / 0.7917] × 100 = 0.0884%
A bid-ask spread on a foreign currency will be narrower the:
more actively traded the currency and the smaller the transaction.
less actively traded the currency and the smaller the transaction.
more actively traded the currency and the larger the transaction.
The more actively a currency is traded, and the larger the transaction, the narrower the spread.
Which of the following will cause a currency's bid-ask spread to widen? The:
Because of the uncertainty involved in forward contracts, dealers will quote bid-ask spreads on longer-term forward contracts that are:
The further into the future the quote, the more volatile the price, and the wider the spread.
A bank in the U.S. is quoting a bid of 0.9350 USD/CAD and an ask of 0.9400 USD/CAD. For a direct U.S. quote, what is the percentage spread?
5.5500%.
0.0053%.
0.5319%.
% spread = (ask price ? bid price) / ask price × 100 (0.9400 ? 0.9350) / 0.9400 × 100 = (0.005 / 0.9400) × 100 = 0.5319%
% spread = (ask price ? bid price) / ask price × 100
(0.9400 ? 0.9350) / 0.9400 × 100 = (0.005 / 0.9400) × 100 = 0.5319%
(0.005 / 0.9400) × 100 = 0.5319%
发表于 2010-4-13 15:36
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