hard · Market Microstructure

A stock is quoted at 50.00 bid / 50.01 ask on Exchange A, which charges a 0.003 taker fee. On Exchange B, the quote is also 50.00 bid / 50.01 ask, but it charges a flat 0.001 fee for all orders.

What is the effective price for a buyer using a market order on Exchange B?

  1. 50.010
  2. 50.009
  3. 50.013
  4. 50.011

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