Question introductive<p>A market has the following limit orders standing on its book for a particular stock:</p> <table style="width:90%;text-align:right"> <tr> <th>Buyer</th> <th>Bid Size (Number of Shares)</th> <th>Limit Price (£)</th> <th>Offer Size (Number of Shares)</th> <th>Seller</th> </tr> <tr> <td>Keith</td> <td>1,000</td> <td>19.70</td><td></td><td></td> </tr> <tr> <td>Paul</td> <td>200</td> <td>19.84</td><td></td><td></td> </tr> <tr> <td>Ann</td> <td>400</td> <td>19.89</td><td></td><td></td> </tr> <tr> <td>Mary</td> <td>300</td> <td>20.02</td><td></td><td></td> </tr> <tr> <td></td> <td></td> <td>20.03</td><td>800</td><td>Jack</td> </tr> <tr> <td></td> <td></td> <td>20.11</td><td>1,100</td><td>Margaret</td> </tr> <tr> <td></td> <td></td> <td>20.16</td><td>400</td><td>Jeff</td> </tr> </table>

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