easy · Market Microstructure

A high-frequency trader places a buy order for 10,000 shares at $40.05 when the best bid is $40.00. Simultaneously, they place a sell order for 100,000 shares at $40.06 to make the market look heavy, intending to cancel the sell order as soon as their buy order is filled.

Which prohibited practice does this scenario describe?

  1. Front-running
  2. Index Arbitrage
  3. Wash trading
  4. Spoofing

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