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“Make me a market on the length of the Amazon” is a standard exercise in trader interviews at firms like Optiver, SIG, IMC and Flow Traders. You quote a bid and an ask on a number you don't know exactly, and the interviewer trades against you.
This page is a playable version of that round. You give a 95% range, quote markets for three rounds against an interviewer that knows the answer, and mark your P&L. Then you see the ideal market and what to fix next time.
An interviewer asks you to quote a bid and an ask on something uncertain, like the height of Everest or the number of piano tuners in a city. They trade against your quote, then ask for a new market or your P&L. It tests calibrated estimation and quoting discipline, not trivia.
It is standard in trader interviews at market-making firms such as Optiver, SIG, IMC, Flow Traders, DRW and Akuna, and it shows up at hedge funds and prop shops too. It usually comes early and is often repeated, with the interviewer trading against each quote.
About one standard deviation of your honest uncertainty on each side of your best estimate. Much tighter and an informed interviewer picks you off when you are wrong; much wider and the market is not worth trading.
A market scores well when its mid is close to the answer and its width matches your real uncertainty, about one standard deviation a side. You lose points for a mid that is off, for quoting much wider than you need, and when the interviewer picks you off. Moving after it trades size and getting the P&L checks right make up the rest.