easy · Market Microstructure
The limit order book for ABC Corp shows 500 shares offered at $25.00, 1,000 shares at $25.05, and 2,000 shares at $25.10. A trader who needs to buy 5,000 shares immediately finds the market 'thin.'
Which dimension of liquidity is lacking for this trader?
- Depth
- Width
- Timing
- Resiliency
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