News, Insight and Events

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 benchmarking

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.

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...

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 [...]

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.

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.

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 markets

1 July, 2021

Closing Auction Volumes - what affects closing auction volume share?

How trading behaviour and market conditions impact the share of auction volume traded

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?