BMLL Equities Analytics

Capture the fullest picture of market quality, liquidity and order book dynamics.  BMLL metrics are derived from every single insert, modify, execute or delete order message across every venue, available at daily and intra-day resolution.

Pre-Trade
Insights

Pre-Trade
Insights

BOOK DEPTH
ANALYTICS

BOOK DEPTH
ANALYTICS

VENUE
QUALITY

VENUE
QUALITY

ORDER MESSAGE & PLACEMENT
STATISTICS

ORDER MESSAGE & PLACEMENT
STATISTICS

LIQUIDITY
ANALYTICS

LIQUIDITY
ANALYTICS

AUCTION
& PRICE
STATISTICS

AUCTION
& PRICE
STATISTICS