bid-ask spread 
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   Spread = askPrice - bidPrice

                    spread         askPrice - bidPrice
   relative Spread = ---------   =  -------------
                    average               average

   average= (askPrice + bidPrice)/2

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Definitions of MODE and EX 
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Quote condition. These conditions apply to
quotes on all exchanges except as indicated.

 0  - invalid field for that issue (e.g.,Nasdaq NMS issue).

 1   Depth on offer side (1) - Indicated more size behind the quote being 
     disseminated for the offer. This depth may be at the ask price of
     the quote or at a price immediately outside the disseminated ask quote.

 2   Depth on bid side (2) - Similar to Mode 1 in indicating depth, but only for bid quotation

 3   Closing quote (3)   Indicates the last quote from a participant for 
     that security during the trading day. There may be two closing quotes
     per symbol at the same price for market-onclose (MOC) transactions.4

 4   News dissemination (4) - A regulatory halt used when relevant news 
     influencing the stock is disseminated. Trading is suspended until
     the resultant impact has been assessed.

 5   Fast trading (5) - Used during extremely active periods of short duration. 
     While in this mode, quotes are entered on a "best efforts"  basis.

 6   Depth on bid and offer (6) - Indicated more size behind the reported quote for both bid
     and offer. The depth may be either at or immediately outside the quote.

 7   Order imbalance (7)   A non-regulatory halt used when there is a severe buy 
     or sell order imbalance. To prevent a disorderly market,trading is temporarily suspended.

 8   Closed market maker (NASD) (8) - This condition is disseminated by each market
     maker to signify either the last quote of the day or the premature close of 
     a market maker for the day. In the latter case, the market maker can 
     re-open by transmitting a quote accompanied by Mode 12.

  more...., see https://www.acsu.buffalo.edu/~keechung/TEM/TAQ%20User%20Guide.pdf

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