medium · Order Flow Analysis market-mechanics-execution
In Crude Oil (CL), a large sell order of 600 contracts is submitted to the matching engine. The bid side shows 350 contracts at 72.00 and 400 contracts at 71.99.
At what volume-weighted average price (VWAP) will this order likely be filled?
- 71.9942
- 71.9900
- 71.9958
- 72.0000
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