European Equities – Market Microstructure Survey Q1 2020

European Equities – Market Microstructure Survey Q1 2020

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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 on market quality as the exceptional trading conditions persist. As a result of these enquiries, additional content is being added to the unique Liquidity Cockpit which provides a consolidated view of the European Equity Market landscape.

In response to these requests, big xyt has leveraged the Liquidity Cockpit API and combined the resulting analysis with the commentary of our newly arrived market veteran Richard Hills to produce a Quarterly review of Equity Market Microstructure.

The full survey is available here.

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If you find these pieces of analysis useful, you will find there is a lot more you can do with our Liquidity Cockpit. Clients using our Execution Analysis/TCA are able to measure execution performance with the demonstrated precision and flexibility.


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As ever we welcome feedback as this can shape further contributions from our team and the Liquidity Cockpit our unique window into European equity market structure and market quality.

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.

For existing clients – Log in to the Liquidity Cockpit.

For everyone else – Please use this link to register your interest in the Liquidity Cockpit.

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