      When considering a limit order, another dimension is added to thetrader's decision: the choice of how far away from the prevailing quote toenter the order. In their study, Hasbrouck and Harris found that thisdecision (along with the size of the order and the width of the prevailingspread) can determine how much better or worse the trader's order will beexecuted away from the quote that existed at the time of the order's entry.