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Initial class would be the fact volume cannot influence tradability. Restrict requests they can be handy because they help dealers handle the fresh price he could be happy to deal with. If an order goes through multiple price levels, the very last average complete would be even worse compared to speed first found towards the top of the book. Slippage can take place if there is not enough available dimensions from the the latest asked speed. Wider advances increase change friction once the admission and hop out costs are further aside.

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