Bid / Ask spread

C2
1

Does Collective2 take into account typical Bid / Ask spreads for each trade?



This would have a dramatic effect on the success of most systems…



-Tom

2

You are still not familiar with C2.



C2 fills your order if bid/ask or last matches your limit order to sell/buy.

3

I need to elaborate. The unbiased reporting of C2 is derived from capturing the trade quotes at the time the BUY and SELL is initiated by each system.



I am asking if C2 is capturing the Ask price when a BUY is issued and the Bid price when a SELL is issued.



Thanks.

4

Hi, Tom:



Yes. Collective2 takes into account bid/ask spreads. (Example: If you buy at market, you will receive the ask price.)



Matthew