12 Days of Trading 2024 Day 4: All I want for Christmas is a unique dataset

Today we have reached deep into Santa’s sack, had a rummage, and found something really unique. Courtesy of our partners at the JSE we present a highly insightful dataset that only a trading venue can produce.

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12 Days of Trading 2024 Day 2: Santa can’t afford residuals

Predicting the volume curve depends on detailed analysis of the factors affecting the distribution of liquidity over time with the chief event being the Closing Auction.

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12 Days of Trading 2024 Day 1: Who swallowed the eggnog?

Just like Father Christmas, we are obsessed with sharing. So a natural starting point is a quick look at how the various types of European liquidity pools have been sharing the trading volumes this year.

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Votes to Volumes: Understanding Shifts in Post-Election Liquidity

As the UK gears up for another general election on July 4th, it’s worth taking a look at what this might mean for liquidity based on the patterns observed following the 2019 election. 

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12 Days of Trading 2023 Day 10: Here, there and everywhere, at the same time!

While tracking a recent delivery on the Amazon app, I couldn’t help but notice that Santa was out on the sleigh very close to my street. 

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12 Days of Trading 2023 Day 5: Finding it difficult to concentrate with all the Christmas chaos?

The presents have been unwrapped, the Bellini glasses have been drained, the kids have gone back to their rooms and the out-laws are about to arrive. After a relentless pre-Christmas week at work, it’s hard to concentrate on the tasks at hand.

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12 Days of Trading 2023 Day 3: Big days, big stocks

About this time of year, the old family argument kicks off over which colour lights to put on the Christmas tree. At big xyt we believe that pink and purple is the answer.

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12 Days of Trading 2023 Day 1: The Christmas Ball

Here at big xyt, we believe that Christmas is about both the liquid and the illiquid. A mulled wine is nothing without a mince pie, the turkey needs its gravy, and of course the Christmas pudding won’t flame without a drop of brandy. 

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Did someone pull the plug out?

Lit Continuous market share draining away in Q2. Intra-day trading in the Lit order books for equities has reached a new quarterly record low, as seen in our first graph. 

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Why do EBBO metrics matter?

If you are trading €10m per day, one basis point of slippage against any benchmark adds up to €250k in cost per year. One such benchmark is the EBBO, which is the key measure available for evaluating whether you are obtaining the best prevailing market price.

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