Analyse, monitor and compare liquidity & execution profiles across all venues.
Buy-side - Analyse and monitor the execution & liquidity profile inherent in any given stock or portfolio through a complete set of tick data derived analytics / order book analytics
Sell-side - Manage the liquidity & execution profile for any watchlist or client order through a complete set of order book analytics
Exchanges - With in-depth tick-data derived analytics, fully understand liquidity provision in your order book to attract more flow
- Market impact and volatility analytics
- Absolute spread metrics
- Volume weighted and time weighted spread metrics
- Liquidity metrics
BMLL metrics are derived from every single insert, modify, execute or delete order message across every venue, available at daily and intraday resolution.
Derived from BMLL's harmonised Level 3 Data lake, this analytics bundle includes many more metrics on top of the short selection above. Get in touch to find out more about producing a custom Level 3 data bundle for your specific needs.
Experience the benefits of true Level 3 data.