13 October, 2021
Getting Granular: using Platometrics to understand fragmentation and quality across different markets
Dr Elliot Banks, Chief Product Officer, BMLL Technologies, provides a guide to using Platometrics to compare the execution behaviour and market quality across European markets.
By running cross-venue analysis, he demonstrates how to use Platometrics to understand true liquidity, best price and market quality, and shows how Level 3 data can help market practitioners with execution analysis.
Key discussion topics include:
- How to use Platometrics to understand regional fragmentation and variations
- What are the effects of idiosyncratic events on market quality
- Leveraging Level 2 / Level 3 metrics within execution