Mid Price

From Open Risk Manual

Definition

Mid Price. Mid (arithmetic mean) between Bid and Offer (Ask) price. Referred to in Europe not in US. e.g. LSE published a Mid price. Always an exchange that publishes. Question from editor: Can a Mid Price ever be an allotted price? Suspect not. Same question for Dealt Price.


Disclaimer

This entry annotates a FIBO Ontology Class. FIBO is a trademark and the FIBO Ontology is copyright of the EDM Council, released under the MIT Open Source License. There is no guarantee that the content of this page will remain aligned with, or correctly interprets, the concepts covered by the FIBO ontology.