discrepancy
the ratio
ABS( [ quote rate ] - [ current / snapshot rate ] ) / [ benchmark deviation ].
It measures the proximity of quoting rate to actual current or snapshot rate. Applicable to quotes only, measured in percents
Last updated
the ratio
ABS( [ quote rate ] - [ current / snapshot rate ] ) / [ benchmark deviation ].
It measures the proximity of quoting rate to actual current or snapshot rate. Applicable to quotes only, measured in percents
Last updated