LiquidMetrix Research to Dark Pool Guides

LiquidMetrix is now publishing monthly LiquidMetrix Dark Pool Guides (DPG). Each guide provides summary execution quality statistics for European mid point matching dark pools including total value traded, average trade size, number of instruments traded, effective instruments available for trading, % of trades that could not have been executed on any lit venue due to size, percentage of trades lying outside of EVBBO, average spread capture, worst case spread capture etc.

The LiquidMetrix Dark Pool Guide also contains a more detailed page for each dark pool with additional statistics as well as general information about market structure, coverage, fees and contact details.


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