10 July, 2023
Closing Mechanisms in European Equities
Plato published independent academic research that used BMLL Data to shed light on closing mechanisms in European equity markets. The study delves into the significance and impact of these mechanisms on market activity.Read more
8 June, 2023
Who Is Really Creating Market Quality in Nasdaq Nordic-listed Stocks
Using BMLL Data, Phil Mackintosh, Chief Economist, Nasdaq, examines two dimensions of the Nasdaq Nordic markets: price formation and implicit trading costs and compares the findings to Nasdaq's regional competitors.Read more
8 June, 2023
Portfolio Margining drives improved markets in Eris SOFR
Using BMLL Data, Eris Innovations demonstrates that Eris SOFR swap futures order book liquidity has grown tighter and deeper due to capital efficiency improvements from CME’s introduction of Portfolio Margining.Read more
17 April, 2023
Where does price formation truly happen?
Using BMLL Data, Euronext uses a range of metrics such as EBBO Setting percentage, Liquidity and Spreads to compare its venues' performance with its competitors across French blue-chip equities.Read more
5 April, 2023
Cboe Europe demonstrates big gains in liquidity and price formation
Selin Duz Tan, Head of Execution Consulting, Cboe Europe, discusses the exchange's recent market share growth and uses BMLL Data to demonstrate Cboe Europe's price quality and stability levels across French stocks.Read more
23 March, 2023
The Data and Analytics Race: How to win in a future determined by historic data
In this webinar, Dr Elliot Banks and industry leaders examined the strategies the sell side is deploying, and how the buy side is developing its approach.Read more
9 March, 2022
Why Physics Makes a Pre-trade Tape Impossible
Exploring the challenges of a European consolidated tape, Nasdaq uses BMLL data to examine the percentage of the time European stocks would have a stale EBBO.Read more
6 March, 2023
SIX Infosnack 12: Cancel Culture
Using BMLL data, this InfoSnack looks at order cancellations as a key driver of the order book shape, across the most liquid European equities.Read more
17 February, 2023
Nasdaq Analysis in Response to SEC Market Structure Proposals
Phil Mackintosh, Chief Economist, Nasdaq, recently conducted an analysis using data from BMLL to examine the optimal ticket size for tighter spreads in US securities trading as a response to SEC’s proposed regulation changes.Read more