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They represent the current BID and ASK at the time you query them. If you look up those fields in the terminal FLDS<GO> you will see they are marked as reference data, that means they are not continually updated. They are refreshed each time you query them. They come from the NBBO quote at the time you query them.


this is related to the concept of Jensen inequality. basically, $\frac{f(x-|\delta|)+f(x+|\delta|)}{2}\ne f(x)$, for convex functions it's $>f(x)$, and for concave ones $<f(x)$. risk averse guys have concave utilities, that's the relation you need to look at


PX_BID and PX_ASK are the static equivalents of BID and ASK, the latter two of which populate in "real time" (i.e. as they are dynamically updated). So the PX_BID and PX_ASK values are dependent upon when you pulled the data. Bloomberg's source depends on the asset in question and the exchange on which they are listed, but the data does come from the ...

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