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My data looks like this:
Price Bid Ask 1.91 1.9 1.97 1.91 1.9 1.97 0.50 0.49 0.54 0.50 0.49 1.8 0.55 0.52 0.58 0.55 0.52 0.58 0.22 0.21 0.22 0.22 0.21 0.22 3.10 3 3.15 3.10 3 3.15 1.89 1.89 1.94 1.89 1.89 1.94 1.40 1.38 1.4 1.40 1.38 1.4 0.74 0.7 0.74 0.74 0.7 0.74 0.65 0.6 0.7 0.65 0.6 0.7 I am looking for a formula that will produce this result: Bid-Ask Spread For Price < 2 .13 Bid-Ask Spread for Price =2 but < 5 .15 Thanks you in advance. |
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