LiquidMetrix analyses major European indices and ranks the competing trading venues based on trading volumes, spreads, order book depths and the percentage of the time they offer the absolute best European prices. This report is updated weekly. The latest values and rankings are based on last week's data and show the change since the previous week along with a one month trend graph.
Related Articlessee more...
- The future of dark liquidity in EuropeThe dark trading landscape faces fundamental change once again. The changes in MiFID 2/MiFIR, including dark volume caps, will profoundly affect most dark trading activity, fundamentally altering how institutional investors interact with hidden liquidity.
- Automated trading in IndiaIndia's securities market regulator, the Securities Exchange Board of India (SEBI), has released a discussion paper on proposed regulation in the algorithmic trading/high frequency trading space.
- Shining Light on new Dark Pool RegulationsDark pools used to be places for large block trades where institutions could transact significant deals away from prying eyes in order to prevent information leakage. However, the average trade size has come down to rival that of lit venues and regulations are adapting to the fact that dark pools are starting to look like just another exchange.
- Hacking Korea: The accidental HFT firmNecessity is the mother of invention. This is true in all areas of life, including the domain of high frequency trading. Discover how some impressive hardware and software engineering over the years led to capturing significant market share in KOSPI options.
- Capturing the reaction to insider purchasesVisibility into insider trading (or director dealing) is important to market participants. Studies have consistently shown insiders' trades are informed and followed by significant abnormal returns. Consequently, market participants race to follow insiders who make unexpected moves.
Related Industry Newssee more...
- LMAX Exchange partners with Oxford University academic to evaluate TCA for FX15th November 2017 - LMAX Exchange has partnered with a leading academic at the University of Oxford to develop a methodology for consistent evaluation of trading costs across liquidity pools that can be used by the FX industry
- Vela launches Systematic Internaliser Data Hub, expands MiFID II solution suite15th November 2017 - Sun Trading among one of the first Systematic Internalisers in Vela's Data Hub providing access to MiFID II venues through a single API
- Liquidnet study finds dark trading adjusting ahead of MiFID II8th November 2017 - Report finds buy side favouring large-in-scale venues over broker dark pools
- Eurex to launch electronic price discovery platform3rd November 2017 - Eurex electronic price discovery platform to enable bank's broker desks and inter dealer brokers to contact market makers with request for quotes
- CME Group to launch bitcoin futures in Q4 201731st October 2017 - New contract to provide regulated trading venue for cryptocurrency market