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