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Most Asked Questions

What does 1 tick Spread Duration measure?

In addition to the better bid-ask spread, it is equally important that the issuer can maintain the narrow spread throughout the day. The percentage of time in a day that the spread of the product maintains with a single tick is used to measure the stability of the market making quality of an issuer.

恒指牛熊證維持一格差價時間 (佔全日交易時間百分比)