Cross-rate calculations with bid-ask spreads?

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cnd

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Anyone have Schweser Study Notes Book 2, Page 180 - Example: Bid-ask cross rates. I don't understand the conceptual difference between the AUD / $ bid vs. the AUD/$ ask from the perspective of the AUD dealer. Aren't both describing how an Aus dealer would go about buying 1 USD? Or is one describing how the Aus dealer would go about buying 1 USD and the other is describing how he would sell 1 USD?
 
It looks as though those rates are direct quotes from the AUD dealer's perspective.
Dealers(banks) will buy at the bid and sell at the ask ( Buy low and Sell high).
 
It looks as though those rates are direct quotes from the AUD dealer's perspective.
Dealers(banks) will buy at the bid and sell at the ask ( Buy low and Sell high).
 
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