The share-weighted average of realized spreads for order executions, depending on a market's side. For buy orders, it is equal...
The share-weighted average of effective spreads for order executions. For buy orders, it is calculated as double the amount of...
The differential between the price paid to the issuer of a security (stock, bond, etc.) and the price at which...
The differential between the price paid to the issuer of a security (stock, bond, etc.) and the price at which...
The ratio of the effective spread (share-weighted average of the execution price and the midpoint of the National Best Bid...
A spread that is equal to twice the difference between the midpoint of the bid-ask spread and the price paid...
It stands for effective spread over quoted spread; the ratio of the effective spread (share-weighted average of the execution price...
The ratio of the effective spread (share-weighted average of the execution price and the midpoint of the National Best Bid...
The gross underwriting spread (gross spread) that is adjusted for the impact of a common stock initial public offering's announcement...
The spread that would be realized over the whole risk-free spot rate curve if a given risky security such as...