by Richard Hills, big xyt In this post we summarise 2020 volumes and market fragmentation up to the end of August. We note that volumes have decreased dramatically to produce the two quietest months of the MiFID2 era. The data is taken from our Liquidity Cockpit tool which...
May market volumes and fragmentation return to normal, but that is not the full story. by Richard Hills, big xyt May could almost be described as uneventful in that volumes and market share seem to have reverted to business as usual. A quick look at some market quality metrics tells us...
Selected by the European financial group to showcase execution quality for their clients London, Luxembourg, 9th June 2020 – big xyt, the independent provider of market data analytics, is pleased to announce that Societe Generale Luxembourg, the multi specialist bank, has implemented their award-winning Execution Analytics to provide sophisticated trading...
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...
big xyt is the leading provider of independent analytics in Capital Markets for exchanges, brokers, buy-side clients and analysts. Our products cover market structure, algo development and execution analytics. In the webinar hosted by Tableau you can learn How we enable users in trading, portfolio management and sales to discover...
Delivering independent data analysis of liquidity and market share London, Frankfurt, 21st April 2020 – big xyt, the independent provider of market data analytics, is pleased to announce that Aquis Exchange, the subscription-based pan-European equities exchange, is implementing Liquidity Cockpit to support market structure analytics used internally by the exchange...
by Richard Hills, big xyt Big -xyt confirms record equity turnover and changing behaviours during Q1 2020 Recent market volatility has created a domino effect of changing market behaviours as investors struggle to understand changing liquidity patterns. big xyt has received an increasing number of requests from the community for guidance...
by Mark Montgomery, big xyt Day 3 – Swiss Watch The chart today shows the changing market share of European Equity trading venues during 2020.The highlighted line is the focus of the following observations. Last Summer when Swiss non equivalence was announced, overnight competition from MTFs was outlawed and the SIX...
by Richard Hills, big xyt Day 2 – Mind the Gap: Close to Open price movements SUMMARY In this article, we look at the difference in price between two major benchmarks, the Previous Close and the Open – the ‘overnight gap’. The equities market is only open for around 8 hours a...
Richard Hills joins as Head of Client Engagement London, Frankfurt 24th March 2020 – big xyt, the independent provider of market data analytics, is pleased to announce Richard Hills has joined their executive team as Head of Client Engagement. Working alongside Mark Montgomery, Head of Strategy and Business Development, Richard’s appointment will...
