BMLL Analytics | Liquidity Analytics

Understand and view addressable single & multi-instrument liquidity analytics and performance across all lit markets, dark pools and OTC venues.

Buy-side — examine a consistent view of pricing across bifurcated markets for execution and transaction cost analysis

Sell-side — benchmark the price of your orders to prove best execution for clients

Exchanges — compare your performance against a regional aggregate to better understand how your market performs

Liquidity Analytics available at daily frequencies: Liquidity Cost, Liquidity Around BBO and Liquidity Classification

Liquidity Analytics available at intraday frequencies: Liquidity Cost, Liquidity Around BBO, Liquidity Classification and Depth Liquidity

Delivery Mechanism: API / SFTP

BMLL metrics are derived from every insert, modify, execute or delete order message across every venue, available at daily and intraday resolution.

Contact us to produce custom data packages that fit your needs.