为什么有时候成交价会远小于bid？# Stock
a*n
1 楼
例如DRI在2月10日的Tick Data（如下）。多次交易都低于$60，而bid price一直都保
持在$60.63。这是怎么做到的？
Time Stamp,Last,Last Size,Total Volume,Bid,Ask,TickID,Basis For Last,Trade
Market Center,Trade Conditions
2015-02-10 10:21:17.464,59.9900,3200,128410,60.6300,60.5100,292849,C,7,3D,
2015-02-10 10:21:17.464,60.6400,100,128510,60.6300,60.5100,292850,C,26,01,
2015-02-10 10:21:17.464,60.6300,69,128579,60.6300,60.5100,292851,O,25,3D87,
2015-02-10 10:21:17.464,60.6300,100,128679,60.6300,60.5100,292852,C,5,3D,
2015-02-10 10:21:17.464,60.6500,100,128779,60.6300,60.5100,292853,C,11,47,
2015-02-10 10:21:17.464,59.9500,4,128783,60.6300,60.5100,292854,O,7,3D87,
2015-02-10 10:21:17.464,59.9400,1400,130183,60.6300,60.5100,292855,C,7,3D,
2015-02-10 10:21:17.464,59.9100,100,130283,60.6300,60.5100,292856,C,7,3D,
持在$60.63。这是怎么做到的？
Time Stamp,Last,Last Size,Total Volume,Bid,Ask,TickID,Basis For Last,Trade
Market Center,Trade Conditions
2015-02-10 10:21:17.464,59.9900,3200,128410,60.6300,60.5100,292849,C,7,3D,
2015-02-10 10:21:17.464,60.6400,100,128510,60.6300,60.5100,292850,C,26,01,
2015-02-10 10:21:17.464,60.6300,69,128579,60.6300,60.5100,292851,O,25,3D87,
2015-02-10 10:21:17.464,60.6300,100,128679,60.6300,60.5100,292852,C,5,3D,
2015-02-10 10:21:17.464,60.6500,100,128779,60.6300,60.5100,292853,C,11,47,
2015-02-10 10:21:17.464,59.9500,4,128783,60.6300,60.5100,292854,O,7,3D87,
2015-02-10 10:21:17.464,59.9400,1400,130183,60.6300,60.5100,292855,C,7,3D,
2015-02-10 10:21:17.464,59.9100,100,130283,60.6300,60.5100,292856,C,7,3D,