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The optimal bid-ask price strategies of high-frequency trading and the effect on market liquidity - ScienceDirect
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Free download of the 'SpreadLogger + Bid and Ask Logger' indicator by 'eronyx' for MetaTrader 4 in the MQL5 Code Base, 2012.03.26
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The Fed - What Do Quoted Spreads Tell Us About Machine Trading at Times of Market Stress? Evidence from Treasury and FX Markets during the COVID-19-Related Market Turmoil in March 2020
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