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Photo for BMLL Market Lens: European Liquidity Maps news story

18 July, 2024

BMLL Market Lens: European Liquidity Maps

BMLL Market Lens: European Liquidity Maps provides insight into the fragmentation of European equity markets via a view of all Cboe Europe All Companies index constituents across the major European trading and execution venues over a 12-month period.

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Photo for Aggregated metrics to better understand the market news story

11 July, 2024

Aggregated metrics to better understand the market

A selection of 7 aggregated metrics to better understand the market, including Volatility, TWA Spread, Quote to Trade, Mean Resting Time, Notional Liquidity Around BBO, Fill Probability and Auction Dislocation.

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Photo for View From The Feed - Futures news story

3 July, 2024

View From The Feed - Futures

Using BMLL’s granular Level 3 Data, explore the micro-structure for a variety of future assets. The metrics used to describe the market state include Liquidity, Volatility, Iceberg order (CME produce only), and more. You can access the full picture of an individual future product, in a six month time span.

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Photo for BMLL Market Lens: US Liquidity Maps news story

27 June, 2024

BMLL Market Lens: US Liquidity Maps

BMLL Market Lens: US Liquidity Maps provide insight into the US equity markets with a view of the top 500 US stocks across the major trading and execution venues over a 13-month period.

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Photo for View From The Feed - Futures June24 news story

6 June, 2024

View From The Feed - Futures June24

Using BMLL’s granular Level 3 Data, explore the micro-structure for a variety of future assets. The metrics used to describe the market state include Liquidity, Volatility, Iceberg order (CME produce only), and more. You can access the full picture of an individual future product, in a six month time span.

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Photo for Bringing Transparency to the Post Trade Landscape - FCA Changes One Month Later news story

31 May, 2024

Bringing Transparency to the Post Trade Landscape - FCA Changes One Month Later

The UK regulator (FCA) made a number of changes to post trade reporting requirements. We take a look at the impact this has had on liquidity discovery, and in particular, overall addressable liquidity.

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Photo for Tick Size: To Change Or Not To Change? news story

1 May, 2024

Tick Size: To Change Or Not To Change?

Tick size is critical to the price formation and liquidity provision process and rarely changes. But when it does, granular Level 3 data can shed light on the impact of tick size changes and what it means for market participants.

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Photo for €STR Wars: Attack of the Clones Part 2 news story

3 April, 2024

€STR Wars: Attack of the Clones Part 2

As €STR continues to grow and gain market share, understanding the liquidity profile of competing €STR futures on ICE, CME and Eurex will be critical for market participants to trade better.
This article identifies the trends in trading volume for €STR futures in Q1 2024.

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Photo for Mind the Gap: Should you buy historical data from a real time data vendor? news story

20 March, 2024

Mind the Gap: Should you buy historical data from a real time data vendor?

In this article, Ben Collins, our Head of Sales (EMEA & APAC), explains why firms no longer need to compromise on a lower-quality historical data service with incomplete data.

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