x Days of Isolation – Day 10: Auction Action
by Mark Montgomery, big xyt Day 10 – Auction Action Turnover of equities including ETFs in closing auctions reached record levels on Friday. The volumes were higher than any other day during the past 12 months (including all expiry dates and rebalancing dates). 40B€ total closing notional (incl. ETFs) was reported...
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...
x Days of Isolation – Day 09: ETFs – Expect to Trade for Free?
by Mark Montgomery, big xyt Day 9 – ETFs, Expect to Trade for Free? We saw how volatility during February and March resulted in an unsurprising widening of equity spreads. It sparked our curiosity to see how ETFs were affected during the same period. Market makers in ETFs base their pricing...
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...
Analytics as a Service on your Desktop – Webinar on May 14th 2020
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...
PRESS RELEASE – Aquis Exchange selects big xyt to provide market analytics
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...
x Days of Isolation – Day 07: Business As Usual ? (Probably Not).
by Richard Hills, big xyt Day 7 – Business As Usual ? Update: Following a bumper month for European Equity trading volumes during the Great Sell Off it seems that we may be reverting to type. Daily traded value broke through the four year record high of 148 B€ on no less...
x Days of Isolation – Day 06: How to Trade on The Stop Market
by Mark Montgomery, big xyt Day 6 – How to Trade on The Stop Market Update: For four hours on Tuesday liquidity dried up on the primary market in Germany (plus some other XETRA powered markets) due to a technical outage. Not for the first time we observed the importance of the...
