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Let \\(\\hat{K}_t\\) be a cone valued process which incorporates bid-ask prices. Also, let efficient friction assumption and no-arbitrage condition hold. The aim of the paper is to propose a generalized version of the well known result for finite-dimensional market. According to this result, there exists a martingale that lies in the interior of the (positive) dual cone \\(\\hat{K}_t^*\\) of \\(\\hat{K}_t\\). It is generalized to the context of discrete time models with a countable infinite number of assets. Different notions of arbitrage in application to the model considered are analyzed. It is established that the notion of no-arbitrage of the 2nd kind (NA2), recently introduced in [\\textit{M. R\u00e1sonyi}, Optimality and risk -- modern trends in mathematical finance. The Kabanov Festschrift. Berlin: Springer. 211--225 (2009; Zbl 1200.91310)] under the lable ``no sure profit in liquidation value'', is perfectly adapted. 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