I would without a doubt recommend a larder deposit then 10%.. heck that's less then arbitrage in some instances. dare i recommend 25%? sounds high. however in the matter of the time it takes for bank transfer happens a lot can happen in the markets. Alice would get screwed if bob has greater incentive to walk away from his deposit if he has a better trade opportunity.

in a different scenario
 there might be a chance bob could extort Alice in order for her to get her deposit back.  should he refuse  to confirm