NEWS, INSIGHT AND EVENTS
Dr Elliot Banks provides a guide to using Platometrics to compare execution behaviour and market quality across European markets.
A selection of 6 aggregated metrics to better understand the market, including Quote to Trade, TWA Spread, Volatility,  Mean Resting Time, Notional Liquidity Around BBO and Fill Probability.
Over €3.8 billion traded across European venues in the 10 names added to the DAX-30, nearly a 5 times increase over the 90-day average, ahead of the DAX-30 rebalance.
Dark trading mechanisms have become an integral part of the European liquidity landscape. In this context, the PBBO midpoint is a core benchmark. The equity experts at SIX Swiss Exchange evaluate...
In order to meet the buy-side’s appetite for historical pricing data, a fintech collaboration between BMLL and FlexTrade seamlessly integrates BMLL’s Level 3 data and analytics capabilities into FlexTrade’s execution management system [...]
BMLL explores how in times of high volatility, market impact exhibits a behavioural change and how that can be leveraged by participants.
BMLL examines how leveraging the full depth order book can result in better trading decisions. 
Paul Humphrey and Andy Mahoney talk with Toby Babb about the BMLL integration with FlexTRADER
BMLL explores the impact winning or losing football matches has on the capital markets
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