12 Days of Trading – Day 9 of 12: Opening Auction Activity

12 Days of Trading – Day 9 of 12: Opening Auction Activity

Day 9 of 12: Opening Auction Activity
20 UK stocks with the greatest change (%) in opening auction value traded on 13th December 2019

On the morning after the General Election, the chart shows the 20 stocks with the greatest percentage change in opening auction turnover.

This could be taken as a proxy for company sensitivity to the political implications as investors acted with both speed and size.

This sample is limited for ease of view and the full universe can be viewed and normalised by block size, for example, or absolute value traded. Let us know if you would like to see similar results for block trades during the rest of the same day as investors scrambled to adjust their exposure.

Liquidity Cockpit users are able to look at any stock this way and see the venues broken down. Clients using our Execution Analysis/TCA are able to measure execution performance with the demonstrated precision and flexibility.


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On our 12 Days of Trading

As the year draws to a close we have been asked by clients to repeat our festive exercise on the 12 days leading up to the holidays. As a result, you will find a post to a different 2019 big-xyt observation each day.  We look and highlight trends since the introduction of MiFID II with a focus on this year’s changes or events.

We hope you enjoy them.

This content has been created using the Liquidity Cockpit API.

About the Liquidity Cockpit

At big-xyt we take great pride in providing solutions to the complex challenges of data analysis. Navigating in fragmented markets remains a challenge for all participants. We recognise that the investing community needs and expects continued innovation as the volume of data and related complexity continues to increase.

Our Liquidity Cockpit is now recognised as an essential independent tool for exchanges, Sell-side and increasingly Buy-side market participants. Data quality is a key component, as is a robust process for normalisation so that like-for-like comparisons and trends over time have relevance. However, our clients most value a choice of flexible delivery methods which can be via interactive dashboard or direct access to underlying data and analysis through CSV, API or other appropriate mechanism.

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