This suggestion supposes that there is a reasonable &quot;floor&quot; and &quot;ceiling&quot; for prices in batch auctions. But in fact that spread of prices is exactly what market makers figure out organically.<p>If you instead mean that individual traders could input orders with floor and ceiling prices, that&#x27;s something that already exists, but now you&#x27;re back to the original problem of resolving whose orders execute when (inevitably) most of the orders don&#x27;t match.