The Denominator Problem

(Sean Spector, IEX Exchange, )

Volume-based metrics — in which volume is the “denominator” in the fraction — have become too inconsistent to use effectively in 2020. Since the volatility in March, we have witnessed

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LiquidityMatrix

Channel LiquidityMatrix

TABB Group’s LiquidityMatrix provides liquidity and pricing information on US Exchanges, ECNs, Dark Pools and Crossing networks. These reports have been a tremendous asset to the industry, as understanding liquidity both on- and off-exchange is becoming more challenging and complex.

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SI’s: The Good, The Bad and The Ugly

SI’s: The Good, The Bad and The Ugly

Over the past two decades one of the major changes in market structure has been the proliferation of different types of trading venues. This analysis looks at Systematic Internalizers (SI’s), a trading venue (of a sort) which has becomes part of the European trading environment post MiFID II. Key Points:...

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