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 [...]
A selection of 6 aggregate metrics to better understand the market, including Quote to Trade, TWA Spread, Volatility,  Auction Dislocation, Notional Liquidity Around BBO and Fill Probability.
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. 
BMLL explores the impact winning or losing football matches has on the capital markets
How trading behaviour and market conditions impact the share of auction volume traded
What is the impact of the Double Volume Cap (DVC) removal on dark venue share of trading?
Masami Johnston, BMLL, examines why the time for robust execution analysis in Europe is now. First published in TABB Forum, June 2021
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