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Market order vs marketable limit order, the price you cannot see coming

A stock shows 99.9899.98 bid, 100.02100.02 offered. You want to buy right now, but you are worried the quote might be stale.

What is the difference between a plain market order and a marketable limit order (a buy limit priced at or above the offer), and what are you trading off?

Show a hint

Both cross the spread and fill immediately in a normal book. Think about the abnormal case: what happens if the offer you saw disappears the instant your order arrives?

Your answer

This one is open-ended. Work it through, then check your reasoning against the full solution.

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