An Evolutionary Method for Financial Forecasting in Microscopic High-Speed Trading Environment

Table 3

Disclosure of information after matching.

Five best unexecuted quotes
Bid price	Bid volume	Ask price	Ask volume
		107.00	94
		106.50	25
		106.00	7
105.50	10
104.50	57
103.50	30
102.50	99
101.50	22