medium · Market Microstructure
In a call auction, the following buy limit orders are present: 100 at 10.10 and 200 at 10.00. Sell limit orders are: 150 at 10.00 and 150 at 10.10.
What is the clearing price that maximizes volume?
- $10.00
- $10.10
- $10.05
- No clearing price possible
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