In the first of this webinar series, Dr Elliot Banks, Chief Product Officer, BMLL, looks at the market microstructure of European and US Equities and ETFs.

Using BMLL Level 3 Data, he examines some of the key stories of 2021, and shows how differences in regulation, fragmentation and market microstructure can impact execution analysis and best execution.

Key discussion topics include:

  • The differences of quality and liquidity between Europe and the USA, and how that could be used to improve trading decisions
  • How market microstructure changed in the big events of 2021
  • Comparisons between the behaviour of ETFs and Equities