Compare venues and exchanges according to insights in liquidity/order flow/volume using our set of venue analytics metrics. Understand how different venues have performed relative to each other over time.
— Monitor existing performance and benchmark against peers
— Change trading behaviours by adapting how they compensate liquidity providers
— Drive customer flow by highlighting areas of outperformance vs. peers as part of sales collateral
— Analyze the best venues to trade to improve order routing decisions
Typical metrics: Spread metrics, Depth liquidity, Venue price quality, Order fill behaviour.
The data sets are available both as data feeds via API/SFTP or via dashboards. The below dashboard is taken from the Market Quality Viewer and covers 6 metrics on Vodafone across all European venues, providing an insight into the capabilities of the data feed.