26 November, 2021
A managed analytics service, exclusively for exchanges
Innovation is the only way forward. The BMLL EMPA managed service enables a deep understanding of liquidity dynamics and well-informed benchmarkingRead more
7 October, 2021
Changing market states on the newly expanded DAX40
Over €3.8 billion traded across European venues in the 10 names added to the DAX-30, nearly a 5 times increase over the 90-day average, ahead of the DAX-30 rebalance.Read more
23 September, 2021
Trading InfoSnack: Stale Prices and the Price of Being Stale
Dark trading mechanisms have become an integral part of the European liquidity landscape. In this context, the PBBO midpoint is a core benchmark. The equity experts at SIX Swiss Exchange evaluate...Read more
14 September, 2021
The Safety of Maths: Integrating historical pricing data and analytics capabilities into EMS for buy-side traders
In order to meet the buy-side’s appetite for historical pricing data, a fintech collaboration between BMLL and FlexTrade seamlessly integrates BMLL’s Level 3 data and analytics capabilities into FlexTrade’s execution management system [...]Read more
5 August, 2021
Asymmetric Market Impact - can it reveal behavioural strategies in volatile markets?
BMLL explores how in times of high volatility, market impact exhibits a behavioural change and how that can be leveraged by participants.Read more
22 July, 2021
Understanding Market Impact - can understanding correlated Market Impact improve execution?
BMLL examines how leveraging the full depth order book can result in better trading decisions.Read more
16 July, 2021
After the Fact: Football, Hangovers and the Capital Markets
BMLL explores the impact winning or losing football matches has on the capital marketsRead more
1 July, 2021
Closing Auction Volumes - what affects closing auction volume share?
How trading behaviour and market conditions impact the share of auction volume tradedRead more
17 June, 2021
Double Volume Cap – what is happening below the surface?
What is the impact of the Double Volume Cap (DVC) removal on dark venue share of trading?Read more