Question introductive<p>Consider the following limit order book for a stock. The bid and ask sizes are number of shares in hundreds.</p> <table style="width:80%;text-align:center"> <tr> <th>Bid Size</th> <th>Limit Price (¥)</th> <th>Offer Size</th> </tr> <tr> <td>3</td> <td>122.80</td> <td></td> </tr> <tr> <td>8</td> <td>123.00</td> <td></td> </tr> <tr> <td>4</td> <td>123.35</td> <td></td> </tr> <tr> <td></td> <td>123.80</td> <td>7</td> </tr> <tr> <td></td> <td>124.10</td> <td>6</td> </tr> <tr> <td></td> <td>124.50/td> <td>7</td> </tr> </table>

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