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Photo for BMLL Market Lens: US Liquidity Maps news story

22 February, 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 2023: Global Equity Trading Retrospective news story

22 February, 2024

2023: Global Equity Trading Retrospective

Looking back over the past year in equity trading, it’s easy to forget the scale of transformations that took place. Whether it was volatility due to bank runs, federal reserve interest rate changes, or continued rise of ETFs, understanding the equity trading landscape has continued to be critical to all market participants. This blog examines volume trends between the US and Europe using BMLL Level 3 Data insights.

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Photo for BMLL Market Lens: European Liquidity Maps news story

15 February, 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

8 February, 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

5 February, 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 Stamping it out: Understanding the impact of recent stamp duty changes on the Chinese equity market news story

2 February, 2024

Stamping it out: Understanding the impact of recent stamp duty changes on the Chinese equity market

This article explores how the recent reduction in stamp duty in China has affected market behaviour.

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Photo for Spot the Highs: Bitcoin ETFs 1 week later… news story

23 January, 2024

Spot the Highs: Bitcoin ETFs 1 week later…

In this article, we look at the impact of Spot Bitcoin ETFs one week after their listing.

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

17 January, 2024

€STR Wars: Attack of the Clones

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.

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