Reading 19 - currency management

The blue box example “executing a hedge”. In hedge number 2, I don’t understand why they are saying that both the spot and forward leg of the mismatched hedge would use the bid side of the forward quote. You start with a short EUR position and the quotes are in HKD/EUR. To roll it over, I understand obviously that the forward would be conducted at the bid side as you will be delivering the base to be paid HKD in the future, but the spot transaction to buy EUR in order to settle the contract coming due? Why would i use the bid for HKD/EUR instead of the ask in this P/B notation? The first example I got with no problem

what page?