Monthly Archives - May 2020

Volume Profiles Equities – Liquidity Cockpit Enterprise Content

Introducing Enterprise Content

Download Samples The Liquidity Cockpit has evolved thanks to continuous feedback from our clients and we are delighted to be adding to the content with a brand new Enterprise section to the menu. The new additional content includes:  Intraday volume profiles (by market mechanism), Price movement by venue,  EBBO presence by size & Effective book...

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x Days of Isolation – Day 08: Measure for Measure.

by Richard Hills, big xyt Update: April market volumes reverted to long term average levels following the record month of March 2020. ADVT traded on the order books in European equities was 47B€, compared with 44 B€ ADVT for the full year 2019. Accompanying this apparent return to normality, the proportion...

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