What is Market Price?

Market price is the actual price at which an asset can be bought or sold immediately in the market. It represents the current equilibrium between buyers and sellers and can differ from the last traded price due to order book dynamics.

Price Formation

Components

  • Bid/ask spread
  • Order book depth
  • Recent trades
  • Market liquidity
  • Trading volume

Market Dynamics

  • Supply and demand
  • Trading activity
  • Market sentiment
  • Order flow

Trading Considerations

Price Impact

  • Slippage potential
  • Market depth effects
  • Large order impact
  • Price discovery

Market Orders

  • Immediate execution
  • Best available price
  • Taker fees
  • Liquidity consumption

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