We are moving! From June end 2017, the LiquidMetrix London office address will be 55 New Oxford Street, London, WC1A 1BS.
Please note that email/telephone contacts will remain unchanged. Download PDF

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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The information available within this website may include ‘Evaluations’ which are not reflections of the transaction prices at which any securities can be purchased or sold in the market but are mathematically derived approximations of estimated values. Nevertheless, reference may sometimes be made to Evaluations as pricing information, solely for convenience or reference. Evaluations are based upon certain market assumptions and evaluation methodologies reflected in proprietary algorithms and may not conform to trading prices or information available from third parties. No liability or responsibility is accepted (and all such liability is hereby excluded) for any information or ‘Evaluations’.

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