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.