Mar ke t S h ar e S p r e ad s Book D e p th s Bes t Pr ic es · Li q ui d Met ri x Battl emap for...
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LiquidMetrix Battlemap for ALMIRALL SA Current Period Comparison Period 01-Aug-2019 to 31-Aug-2019 01-Jul-2019 to 31-Jul-2019 Market Share Rank Venue Market Share Change 1 XMAD 67.94% +3.54 2 BATE 10.76% +0.83 3 CHIX 10.20% -4.56 4 AQXE 6.53% +0.79 5 TRQX 4.57% -0.60 Volume Trend _________________ Market Share Trend Spreads At touch Rank Venue Spread (bps) Change 1 XMAD 15.33 +1.63 2 AQXE 18.75 -0.09 3 CHIX 28.20 +4.19 4 BATE 28.36 +3.00 5 TRQX 94.55 +13.98 Monthly Spread Trend _________________ 25k EUR deal Rank Venue Spread (bps) Change 1 XMAD 27.49 +4.71 2 AQXE 71.89 -25.78 3 BATE 87.21 +2.90 4 CHIX 87.85 +9.53 Monthly Spread Trend Book Depths 10BPS Depth (top of book) Rank Venue Depth (1K EUR) Change 1 XMAD 22.1 -7.9 2 AQXE 11.8 -0.7 3 CHIX 3.8 -2.8 4 BATE 1.9 -0.9 5 TRQX 0.2 +0.1 Monthly Depth Trend _________________ 50BPS Depth (deeper into book) Rank Venue Depth (1K EUR) Change 1 XMAD 392.1 -60.3 2 AQXE 33.9 +8.7 3 CHIX 32.1 -3.9 4 BATE 27.6 -1.6 5 TRQX 8.4 -0.7 Monthly Depth Trend Best Prices At touch Rank Venue Best Price (%) Change Best Prices Trend _________________ 25k EUR deal Rank Venue Best Price (%) Change Best Prices Trend Market share is based on on-book value traded during continuous trading. The share is calculated by averaging over all stocks in the index. The current value shown is for last week and the change is relative to the previous week. Spreads measure the bid to offer spread of the best visible orders in the book. The result is averaged over the stocks in the index and is based on measurements of the order books every 30 seconds. The value for the spread is quoted in basis points (0.01%). Market depth measures the amount of visible liquidity (bids and offers) in the order book within 10 or 50 BPS of mid price. The result is averaged over the stocks in the index and is based on measurements of the order book every 30 seconds. This is quoted in '000s of EUR. Best Price % measures how often each venue posts an absolute best price (no ties) for stocks. The result is averaged over the stocks in the index and is based on measurements of the order book every 5 seconds.
Transcript of Mar ke t S h ar e S p r e ad s Book D e p th s Bes t Pr ic es · Li q ui d Met ri x Battl emap for...
LiquidMetrix Battlemap for
ALMIRALL SA
Current Period
Comparison Period
01-Aug-2019 to 31-Aug-2019
01-Jul-2019 to 31-Jul-2019
Market Share
Rank Venue Market
Share
Change
1 XMAD 67.94% +3.54
2 BATE 10.76% +0.83
3 CHIX 10.20% -4.56
4 AQXE 6.53% +0.79
5 TRQX 4.57% -0.60
Volume Trend
_________________
Market Share Trend
SpreadsAt touch
Rank Venue Spread
(bps)
Change
1 XMAD 15.33 +1.63
2 AQXE 18.75 -0.09
3 CHIX 28.20 +4.19
4 BATE 28.36 +3.00
5 TRQX 94.55 +13.98
Monthly Spread Trend
_________________
25k EUR deal
Rank Venue Spread
(bps)
Change
1 XMAD 27.49 +4.71
2 AQXE 71.89 -25.78
3 BATE 87.21 +2.90
4 CHIX 87.85 +9.53
Monthly Spread Trend
Book Depths10BPS Depth (top of book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 22.1 -7.9
2 AQXE 11.8 -0.7
3 CHIX 3.8 -2.8
4 BATE 1.9 -0.9
5 TRQX 0.2 +0.1
Monthly Depth Trend
_________________
50BPS Depth (deeper into book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 392.1 -60.3
2 AQXE 33.9 +8.7
3 CHIX 32.1 -3.9
4 BATE 27.6 -1.6
5 TRQX 8.4 -0.7
Monthly Depth Trend
Best PricesAt touch
Rank Venue Best Price
(%)
Change
Best Prices Trend
_________________
25k EUR deal
Rank Venue Best Price
(%)
Change
Best Prices Trend
Market share is based on on-book
value traded during continuous
trading. The share is calculated by
averaging over all stocks in the
index. The current value shown is for
last week and the change is relative
to the previous week.
Spreads measure the bid to offer
spread of the best visible orders in
the book. The result is averaged
over the stocks in the index and is
based on measurements of the order
books every 30 seconds. The value
for the spread is quoted in basis
points (0.01%).
Market depth measures the amount
of visible liquidity (bids and offers) in
the order book within 10 or 50 BPS
of mid price. The result is averaged
over the stocks in the index and is
based on measurements of the order
book every 30 seconds. This is
quoted in '000s of EUR.
Best Price % measures how often
each venue posts an absolute best
price (no ties) for stocks. The result
is averaged over the stocks in the
index and is based on measurements
of the order book every 5 seconds.
LiquidMetrix Battlemap for
Applus Services SA
Current Period
Comparison Period
01-Aug-2019 to 31-Aug-2019
01-Jul-2019 to 31-Jul-2019
Market Share
Rank Venue Market
Share
Change
1 XMAD 58.24% -8.38
2 CHIX 15.51% +2.82
3 BATE 12.68% +1.99
4 AQXE 6.81% +1.76
5 TRQX 6.74% +1.80
Volume Trend
_________________
Market Share Trend
SpreadsAt touch
Rank Venue Spread
(bps)
Change
1 XMAD 19.68 +3.16
2 AQXE 22.27 +0.99
3 CHIX 26.29 +3.23
4 BATE 28.51 +3.33
5 TRQX 36.23 -2.00
Monthly Spread Trend
_________________
25k EUR deal
Rank Venue Spread
(bps)
Change
1 XMAD 35.42 +6.72
2 CHIX 74.89 +6.73
3 BATE 77.75 +15.63
Monthly Spread Trend
Book Depths10BPS Depth (top of book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 13.8 -6.6
2 AQXE 7.9 -0.7
3 CHIX 4.9 -1.7
4 BATE 2.3 -0.8
5 TRQX 0.5 -0.2
Monthly Depth Trend
_________________
50BPS Depth (deeper into book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 229.1 -105.1
2 CHIX 38.5 -5.1
3 BATE 37.2 -14.7
4 AQXE 27.0 +5.6
5 TRQX 18.0 -2.1
Monthly Depth Trend
Best PricesAt touch
Rank Venue Best Price
(%)
Change
Best Prices Trend
_________________
25k EUR deal
Rank Venue Best Price
(%)
Change
Best Prices Trend
Market share is based on on-book
value traded during continuous
trading. The share is calculated by
averaging over all stocks in the
index. The current value shown is for
last week and the change is relative
to the previous week.
Spreads measure the bid to offer
spread of the best visible orders in
the book. The result is averaged
over the stocks in the index and is
based on measurements of the order
books every 30 seconds. The value
for the spread is quoted in basis
points (0.01%).
Market depth measures the amount
of visible liquidity (bids and offers) in
the order book within 10 or 50 BPS
of mid price. The result is averaged
over the stocks in the index and is
based on measurements of the order
book every 30 seconds. This is
quoted in '000s of EUR.
Best Price % measures how often
each venue posts an absolute best
price (no ties) for stocks. The result
is averaged over the stocks in the
index and is based on measurements
of the order book every 5 seconds.
LiquidMetrix Battlemap for
Bolsas y Mercados Espanoles SA
Current Period
Comparison Period
01-Aug-2019 to 31-Aug-2019
01-Jul-2019 to 31-Jul-2019
Market Share
Rank Venue Market
Share
Change
1 XMAD 83.52% +0.46
2 AQXE 5.37% +1.62
3 CHIX 5.30% -0.76
4 TRQX 3.68% -1.89
5 BATE 2.13% +0.57
Volume Trend
_________________
Market Share Trend
SpreadsAt touch
Rank Venue Spread
(bps)
Change
1 XMAD 18.57 +1.21
2 AQXE 26.91 +3.02
3 CHIX 33.47 -6.18
4 BATE 78.57 -19.28
5 TRQX 99.75 -32.09
Monthly Spread Trend
_________________
25k EUR deal
Rank Venue Spread
(bps)
Change
1 XMAD 31.12 +2.36
2 CHIX 93.06 -8.80
3 BATE 133.80 -18.91
Monthly Spread Trend
Book Depths10BPS Depth (top of book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 28.0 -10.4
2 AQXE 8.9 +1.1
3 CHIX 2.4 -0.6
4 BATE 0.2 -0.1
5 TRQX 0.1 -0.2
Monthly Depth Trend
_________________
50BPS Depth (deeper into book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 277.3 -84.2
2 CHIX 28.7 +3.2
3 AQXE 21.2 +8.1
4 BATE 14.0 +5.8
5 TRQX 10.0 +3.2
Monthly Depth Trend
Best PricesAt touch
Rank Venue Best Price
(%)
Change
Best Prices Trend
_________________
25k EUR deal
Rank Venue Best Price
(%)
Change
Best Prices Trend
Market share is based on on-book
value traded during continuous
trading. The share is calculated by
averaging over all stocks in the
index. The current value shown is for
last week and the change is relative
to the previous week.
Spreads measure the bid to offer
spread of the best visible orders in
the book. The result is averaged
over the stocks in the index and is
based on measurements of the order
books every 30 seconds. The value
for the spread is quoted in basis
points (0.01%).
Market depth measures the amount
of visible liquidity (bids and offers) in
the order book within 10 or 50 BPS
of mid price. The result is averaged
over the stocks in the index and is
based on measurements of the order
book every 30 seconds. This is
quoted in '000s of EUR.
Best Price % measures how often
each venue posts an absolute best
price (no ties) for stocks. The result
is averaged over the stocks in the
index and is based on measurements
of the order book every 5 seconds.
LiquidMetrix Battlemap for
CONSTRUCCIONES Y AUXILIAR DE FERROC CONS
Current Period
Comparison Period
01-Aug-2019 to 31-Aug-2019
01-Jul-2019 to 31-Jul-2019
Market Share
Rank Venue Market
Share
Change
1 XMAD 78.93% -2.16
2 AQXE 7.72% +1.36
3 BATE 5.66% +1.18
4 CHIX 4.99% +0.73
5 TRQX 2.70% -1.11
Volume Trend
_________________
Market Share Trend
SpreadsAt touch
Rank Venue Spread
(bps)
Change
1 XMAD 33.95 +8.50
2 AQXE 39.78 +5.84
3 CHIX 76.62 +0.16
4 BATE 78.88 +24.59
5 TRQX 183.37 +80.82
Monthly Spread Trend
_________________
25k EUR deal
Rank Venue Spread
(bps)
Change
1 XMAD 59.26 +16.28
2 BATE 182.91 +14.86
3 CHIX 199.35 +8.82
Monthly Spread Trend
Book Depths10BPS Depth (top of book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 3.9 -6.8
2 TRQX 1.5 -0.1
3 AQXE 0.9 -0.4
4 CHIX 0.3 -0.1
5 BATE 0.1 -0.1
Monthly Depth Trend
_________________
50BPS Depth (deeper into book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 90.6 -42.1
2 AQXE 20.3 +1.0
3 CHIX 6.9 -0.6
4 BATE 6.7 -2.6
5 TRQX 3.2 -1.3
Monthly Depth Trend
Best PricesAt touch
Rank Venue Best Price
(%)
Change
Best Prices Trend
_________________
25k EUR deal
Rank Venue Best Price
(%)
Change
Best Prices Trend
Market share is based on on-book
value traded during continuous
trading. The share is calculated by
averaging over all stocks in the
index. The current value shown is for
last week and the change is relative
to the previous week.
Spreads measure the bid to offer
spread of the best visible orders in
the book. The result is averaged
over the stocks in the index and is
based on measurements of the order
books every 30 seconds. The value
for the spread is quoted in basis
points (0.01%).
Market depth measures the amount
of visible liquidity (bids and offers) in
the order book within 10 or 50 BPS
of mid price. The result is averaged
over the stocks in the index and is
based on measurements of the order
book every 30 seconds. This is
quoted in '000s of EUR.
Best Price % measures how often
each venue posts an absolute best
price (no ties) for stocks. The result
is averaged over the stocks in the
index and is based on measurements
of the order book every 5 seconds.
LiquidMetrix Battlemap for
PROSEGUR CASH. S.A.
Current Period
Comparison Period
01-Aug-2019 to 31-Aug-2019
01-Jul-2019 to 31-Jul-2019
Market Share
Rank Venue Market
Share
Change
1 XMAD 63.74% -20.72
2 BATE 16.14% +9.42
3 CHIX 7.95% +3.37
4 AQXE 7.94% +5.40
5 TRQX 4.22% +2.52
Volume Trend
_________________
Market Share Trend
SpreadsAt touch
Rank Venue Spread
(bps)
Change
1 XMAD 33.03 +6.30
2 AQXE 38.13 +1.02
3 BATE 57.54 +16.69
4 CHIX 71.73 +11.30
5 TRQX 86.41 +5.88
Monthly Spread Trend
_________________
25k EUR deal
Rank Venue Spread
(bps)
Change
1 XMAD 74.31 +25.13
2 CHIX 212.83 +13.38
Monthly Spread Trend
Book Depths10BPS Depth (top of book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 2.3 -2.5
2 AQXE 0.7 +0.1
3 CHIX 0.2 -0.2
4 BATE 0.1 -0.1
Monthly Depth Trend
_________________
50BPS Depth (deeper into book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 53.1 -59.2
2 AQXE 14.2 +2.7
3 BATE 9.3 -5.9
4 CHIX 7.8 -4.3
5 TRQX 4.9 -0.7
Monthly Depth Trend
Best PricesAt touch
Rank Venue Best Price
(%)
Change
Best Prices Trend
_________________
25k EUR deal
Rank Venue Best Price
(%)
Change
Best Prices Trend
Market share is based on on-book
value traded during continuous
trading. The share is calculated by
averaging over all stocks in the
index. The current value shown is for
last week and the change is relative
to the previous week.
Spreads measure the bid to offer
spread of the best visible orders in
the book. The result is averaged
over the stocks in the index and is
based on measurements of the order
books every 30 seconds. The value
for the spread is quoted in basis
points (0.01%).
Market depth measures the amount
of visible liquidity (bids and offers) in
the order book within 10 or 50 BPS
of mid price. The result is averaged
over the stocks in the index and is
based on measurements of the order
book every 30 seconds. This is
quoted in '000s of EUR.
Best Price % measures how often
each venue posts an absolute best
price (no ties) for stocks. The result
is averaged over the stocks in the
index and is based on measurements
of the order book every 5 seconds.
LiquidMetrix Battlemap for
Ebro Foods SA
Current Period
Comparison Period
01-Aug-2019 to 31-Aug-2019
01-Jul-2019 to 31-Jul-2019
Market Share
Rank Venue Market
Share
Change
1 XMAD 61.70% +2.13
2 CHIX 15.03% -1.59
3 BATE 9.08% -3.96
4 AQXE 7.23% +2.31
5 TRQX 6.96% +1.11
Volume Trend
_________________
Market Share Trend
SpreadsAt touch
Rank Venue Spread
(bps)
Change
1 XMAD 19.75 +0.89
2 AQXE 24.66 +1.49
3 CHIX 33.00 +1.31
4 BATE 43.43 +7.16
5 TRQX 107.38 -37.11
Monthly Spread Trend
_________________
25k EUR deal
Rank Venue Spread
(bps)
Change
1 XMAD 38.97 +1.32
2 CHIX 98.42 +3.61
3 BATE 106.28 +20.10
Monthly Spread Trend
Book Depths10BPS Depth (top of book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 10.3 +0.5
2 AQXE 5.3 -0.3
3 CHIX 3.0 +0.1
4 BATE 0.5 -0.4
5 TRQX 0.3 +0.1
Monthly Depth Trend
_________________
50BPS Depth (deeper into book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 198.9 -5.2
2 CHIX 29.9 -2.2
3 BATE 23.3 -13.3
4 AQXE 21.5 +5.0
5 TRQX 9.0 +1.6
Monthly Depth Trend
Best PricesAt touch
Rank Venue Best Price
(%)
Change
Best Prices Trend
_________________
25k EUR deal
Rank Venue Best Price
(%)
Change
Best Prices Trend
Market share is based on on-book
value traded during continuous
trading. The share is calculated by
averaging over all stocks in the
index. The current value shown is for
last week and the change is relative
to the previous week.
Spreads measure the bid to offer
spread of the best visible orders in
the book. The result is averaged
over the stocks in the index and is
based on measurements of the order
books every 30 seconds. The value
for the spread is quoted in basis
points (0.01%).
Market depth measures the amount
of visible liquidity (bids and offers) in
the order book within 10 or 50 BPS
of mid price. The result is averaged
over the stocks in the index and is
based on measurements of the order
book every 30 seconds. This is
quoted in '000s of EUR.
Best Price % measures how often
each venue posts an absolute best
price (no ties) for stocks. The result
is averaged over the stocks in the
index and is based on measurements
of the order book every 5 seconds.
LiquidMetrix Battlemap for
FAES FARMA SA
Current Period
Comparison Period
01-Aug-2019 to 31-Aug-2019
01-Jul-2019 to 31-Jul-2019
Market Share
Rank Venue Market
Share
Change
1 XMAD 81.73% -7.09
2 AQXE 8.09% +4.92
3 CHIX 5.33% +3.21
4 BATE 2.93% -0.82
5 TRQX 1.91% -0.21
Volume Trend
_________________
Market Share Trend
SpreadsAt touch
Rank Venue Spread
(bps)
Change
1 XMAD 26.28 +4.11
2 AQXE 33.42 -1.70
3 BATE 61.05 +1.50
4 TRQX 72.11 -6.99
5 CHIX 83.61 -14.53
Monthly Spread Trend
_________________
25k EUR deal
Rank Venue Spread
(bps)
Change
1 XMAD 43.68 +3.46
2 AQXE 94.23 n/a
Monthly Spread Trend
Book Depths10BPS Depth (top of book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 5.0 -7.7
2 AQXE 0.9 +0.3
3 CHIX 0.2 +0.1
4 BATE 0.1 +0.0
5 TRQX 0.0 0.0
Monthly Depth Trend
_________________
50BPS Depth (deeper into book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 187.8 -14.4
2 AQXE 26.6 +8.4
3 TRQX 10.6 +3.2
4 BATE 10.3 +2.3
5 CHIX 9.3 +3.6
Monthly Depth Trend
Best PricesAt touch
Rank Venue Best Price
(%)
Change
Best Prices Trend
_________________
25k EUR deal
Rank Venue Best Price
(%)
Change
Best Prices Trend
Market share is based on on-book
value traded during continuous
trading. The share is calculated by
averaging over all stocks in the
index. The current value shown is for
last week and the change is relative
to the previous week.
Spreads measure the bid to offer
spread of the best visible orders in
the book. The result is averaged
over the stocks in the index and is
based on measurements of the order
books every 30 seconds. The value
for the spread is quoted in basis
points (0.01%).
Market depth measures the amount
of visible liquidity (bids and offers) in
the order book within 10 or 50 BPS
of mid price. The result is averaged
over the stocks in the index and is
based on measurements of the order
book every 30 seconds. This is
quoted in '000s of EUR.
Best Price % measures how often
each venue posts an absolute best
price (no ties) for stocks. The result
is averaged over the stocks in the
index and is based on measurements
of the order book every 5 seconds.
LiquidMetrix Battlemap for
Fomento de Construcciones y Contratas SA
Current Period
Comparison Period
01-Aug-2019 to 31-Aug-2019
01-Jul-2019 to 31-Jul-2019
Market Share
Rank Venue Market
Share
Change
1 XMAD 78.40% -13.71
2 AQXE 11.00% +7.12
3 CHIX 4.88% +3.24
4 BATE 3.81% +1.80
5 TRQX 1.91% +1.55
Volume Trend
_________________
Market Share Trend
SpreadsAt touch
Rank Venue Spread
(bps)
Change
1 XMAD 59.19 +12.96
2 AQXE 69.32 +7.39
3 BATE 142.63 +23.64
4 CHIX 144.18 +4.70
5 TRQX 214.55 +16.49
Monthly Spread Trend
_________________
25k EUR deal
Rank Venue Spread
(bps)
Change
1 XMAD 109.05 +18.84
2 AQXE 153.59 n/a
Monthly Spread Trend
Book Depths10BPS Depth (top of book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 4.1 +0.8
2 AQXE 0.9 +0.5
3 BATE 0.2 +0.0
4 CHIX 0.1 +0.0
Monthly Depth Trend
_________________
50BPS Depth (deeper into book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 41.4 -24.2
2 AQXE 15.2 +0.9
3 BATE 2.3 -0.8
4 CHIX 1.6 +0.2
5 TRQX 1.0 -0.1
Monthly Depth Trend
Best PricesAt touch
Rank Venue Best Price
(%)
Change
Best Prices Trend
_________________
25k EUR deal
Rank Venue Best Price
(%)
Change
Best Prices Trend
Market share is based on on-book
value traded during continuous
trading. The share is calculated by
averaging over all stocks in the
index. The current value shown is for
last week and the change is relative
to the previous week.
Spreads measure the bid to offer
spread of the best visible orders in
the book. The result is averaged
over the stocks in the index and is
based on measurements of the order
books every 30 seconds. The value
for the spread is quoted in basis
points (0.01%).
Market depth measures the amount
of visible liquidity (bids and offers) in
the order book within 10 or 50 BPS
of mid price. The result is averaged
over the stocks in the index and is
based on measurements of the order
book every 30 seconds. This is
quoted in '000s of EUR.
Best Price % measures how often
each venue posts an absolute best
price (no ties) for stocks. The result
is averaged over the stocks in the
index and is based on measurements
of the order book every 5 seconds.
LiquidMetrix Battlemap for
FLUIDRA SA
Current Period
Comparison Period
01-Aug-2019 to 31-Aug-2019
01-Jul-2019 to 31-Jul-2019
Market Share
Rank Venue Market
Share
Change
1 XMAD 66.76% -12.69
2 AQXE 11.01% +7.08
3 BATE 9.02% +4.35
4 CHIX 8.75% +3.56
5 TRQX 4.46% -2.30
Volume Trend
_________________
Market Share Trend
SpreadsAt touch
Rank Venue Spread
(bps)
Change
1 XMAD 54.10 +18.95
2 AQXE 62.50 +10.35
3 CHIX 167.96 +31.13
4 BATE 172.52 +54.08
Monthly Spread Trend
_________________
25k EUR deal
Rank Venue Spread
(bps)
Change
1 XMAD 103.76 +47.39
Monthly Spread Trend
Book Depths10BPS Depth (top of book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 2.1 -9.5
2 AQXE 0.8 +0.3
3 CHIX 0.2 -0.5
Monthly Depth Trend
_________________
50BPS Depth (deeper into book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 36.8 -49.7
2 AQXE 16.1 -0.7
3 CHIX 2.1 -1.5
4 BATE 1.0 -1.1
5 TRQX 0.6 -0.2
Monthly Depth Trend
Best PricesAt touch
Rank Venue Best Price
(%)
Change
Best Prices Trend
_________________
25k EUR deal
Rank Venue Best Price
(%)
Change
Best Prices Trend
Market share is based on on-book
value traded during continuous
trading. The share is calculated by
averaging over all stocks in the
index. The current value shown is for
last week and the change is relative
to the previous week.
Spreads measure the bid to offer
spread of the best visible orders in
the book. The result is averaged
over the stocks in the index and is
based on measurements of the order
books every 30 seconds. The value
for the spread is quoted in basis
points (0.01%).
Market depth measures the amount
of visible liquidity (bids and offers) in
the order book within 10 or 50 BPS
of mid price. The result is averaged
over the stocks in the index and is
based on measurements of the order
book every 30 seconds. This is
quoted in '000s of EUR.
Best Price % measures how often
each venue posts an absolute best
price (no ties) for stocks. The result
is averaged over the stocks in the
index and is based on measurements
of the order book every 5 seconds.
LiquidMetrix Battlemap for
GPO CATALANA OCCID
Current Period
Comparison Period
01-Aug-2019 to 31-Aug-2019
01-Jul-2019 to 31-Jul-2019
Market Share
Rank Venue Market
Share
Change
1 XMAD 76.61% -3.94
2 BATE 6.82% +0.61
3 AQXE 6.42% +2.47
4 CHIX 6.30% -0.72
5 TRQX 3.86% +1.58
Volume Trend
_________________
Market Share Trend
SpreadsAt touch
Rank Venue Spread
(bps)
Change
1 XMAD 28.42 +0.35
2 AQXE 34.54 -3.76
3 BATE 61.72 +2.87
4 CHIX 63.35 +1.76
5 TRQX 66.44 -37.17
Monthly Spread Trend
_________________
25k EUR deal
Rank Venue Spread
(bps)
Change
1 XMAD 53.07 -4.07
2 CHIX 168.68 -13.22
Monthly Spread Trend
Book Depths10BPS Depth (top of book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 15.8 +7.7
2 AQXE 2.2 +1.0
3 CHIX 0.6 +0.1
4 BATE 0.4 +0.2
5 TRQX 0.1 +0.0
Monthly Depth Trend
_________________
50BPS Depth (deeper into book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 89.7 -12.0
2 AQXE 13.9 +6.1
3 BATE 11.1 +0.6
4 CHIX 9.3 +0.3
5 TRQX 5.9 +1.2
Monthly Depth Trend
Best PricesAt touch
Rank Venue Best Price
(%)
Change
Best Prices Trend
_________________
25k EUR deal
Rank Venue Best Price
(%)
Change
Best Prices Trend
Market share is based on on-book
value traded during continuous
trading. The share is calculated by
averaging over all stocks in the
index. The current value shown is for
last week and the change is relative
to the previous week.
Spreads measure the bid to offer
spread of the best visible orders in
the book. The result is averaged
over the stocks in the index and is
based on measurements of the order
books every 30 seconds. The value
for the spread is quoted in basis
points (0.01%).
Market depth measures the amount
of visible liquidity (bids and offers) in
the order book within 10 or 50 BPS
of mid price. The result is averaged
over the stocks in the index and is
based on measurements of the order
book every 30 seconds. This is
quoted in '000s of EUR.
Best Price % measures how often
each venue posts an absolute best
price (no ties) for stocks. The result
is averaged over the stocks in the
index and is based on measurements
of the order book every 5 seconds.
LiquidMetrix Battlemap for
Gestamp Automocion SA
Current Period
Comparison Period
01-Aug-2019 to 31-Aug-2019
01-Jul-2019 to 31-Jul-2019
Market Share
Rank Venue Market
Share
Change
1 XMAD 78.22% +2.19
2 CHIX 7.70% +0.39
3 BATE 7.11% -1.14
4 AQXE 5.46% -0.63
5 TRQX 1.50% -0.82
Volume Trend
_________________
Market Share Trend
SpreadsAt touch
Rank Venue Spread
(bps)
Change
1 XMAD 16.20 +2.55
2 AQXE 22.36 +1.84
3 BATE 33.02 +7.04
4 CHIX 40.01 +8.18
5 TRQX 65.60 -20.52
Monthly Spread Trend
_________________
25k EUR deal
Rank Venue Spread
(bps)
Change
1 XMAD 32.12 +5.47
2 AQXE 85.84 n/a
3 BATE 87.76 +12.57
4 CHIX 90.60 +5.11
Monthly Spread Trend
Book Depths10BPS Depth (top of book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 15.2 -9.1
2 AQXE 4.9 -2.0
3 CHIX 1.4 -0.5
4 BATE 1.2 -1.2
5 TRQX 0.1 +0.0
Monthly Depth Trend
_________________
50BPS Depth (deeper into book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 214.8 -61.8
2 CHIX 36.0 +1.5
3 BATE 28.7 -9.0
4 AQXE 26.4 +11.2
5 TRQX 6.2 -0.9
Monthly Depth Trend
Best PricesAt touch
Rank Venue Best Price
(%)
Change
Best Prices Trend
_________________
25k EUR deal
Rank Venue Best Price
(%)
Change
Best Prices Trend
Market share is based on on-book
value traded during continuous
trading. The share is calculated by
averaging over all stocks in the
index. The current value shown is for
last week and the change is relative
to the previous week.
Spreads measure the bid to offer
spread of the best visible orders in
the book. The result is averaged
over the stocks in the index and is
based on measurements of the order
books every 30 seconds. The value
for the spread is quoted in basis
points (0.01%).
Market depth measures the amount
of visible liquidity (bids and offers) in
the order book within 10 or 50 BPS
of mid price. The result is averaged
over the stocks in the index and is
based on measurements of the order
book every 30 seconds. This is
quoted in '000s of EUR.
Best Price % measures how often
each venue posts an absolute best
price (no ties) for stocks. The result
is averaged over the stocks in the
index and is based on measurements
of the order book every 5 seconds.
LiquidMetrix Battlemap for
LIBERBANK SA
Current Period
Comparison Period
01-Aug-2019 to 31-Aug-2019
01-Jul-2019 to 31-Jul-2019
Market Share
Rank Venue Market
Share
Change
1 XMAD 80.08% -1.97
2 CHIX 7.28% +0.11
3 TRQX 4.65% +1.35
4 AQXE 4.52% +0.24
5 BATE 3.47% +0.28
Volume Trend
_________________
Market Share Trend
SpreadsAt touch
Rank Venue Spread
(bps)
Change
1 XMAD 50.12 +22.56
2 AQXE 74.16 +34.99
3 TRQX 129.85 -172.16
4 BATE 151.44 +33.03
5 CHIX 159.34 +29.83
Monthly Spread Trend
_________________
25k EUR deal
Rank Venue Spread
(bps)
Change
1 XMAD 117.53 +48.76
2 CHIX 300.33 +25.48
3 BATE 312.94 +23.13
Monthly Spread Trend
Book Depths10BPS Depth (top of book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 2.4 -7.2
2 AQXE 0.6 -2.0
3 TRQX 0.1 +0.0
4 CHIX 0.0 0.0
5 BATE 0.0 -0.1
Monthly Depth Trend
_________________
50BPS Depth (deeper into book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 25.7 -49.4
2 AQXE 10.1 -0.8
3 TRQX 1.9 +0.1
4 BATE 0.6 -2.0
5 CHIX 0.5 -1.2
Monthly Depth Trend
Best PricesAt touch
Rank Venue Best Price
(%)
Change
Best Prices Trend
_________________
25k EUR deal
Rank Venue Best Price
(%)
Change
Best Prices Trend
Market share is based on on-book
value traded during continuous
trading. The share is calculated by
averaging over all stocks in the
index. The current value shown is for
last week and the change is relative
to the previous week.
Spreads measure the bid to offer
spread of the best visible orders in
the book. The result is averaged
over the stocks in the index and is
based on measurements of the order
books every 30 seconds. The value
for the spread is quoted in basis
points (0.01%).
Market depth measures the amount
of visible liquidity (bids and offers) in
the order book within 10 or 50 BPS
of mid price. The result is averaged
over the stocks in the index and is
based on measurements of the order
book every 30 seconds. This is
quoted in '000s of EUR.
Best Price % measures how often
each venue posts an absolute best
price (no ties) for stocks. The result
is averaged over the stocks in the
index and is based on measurements
of the order book every 5 seconds.
LiquidMetrix Battlemap for
Cia de Distribucion Integral Logista Holdings SAU
Current Period
Comparison Period
01-Aug-2019 to 31-Aug-2019
01-Jul-2019 to 31-Jul-2019
Market Share
Rank Venue Market
Share
Change
1 XMAD 56.79% -6.97
2 CHIX 16.64% +2.13
3 BATE 13.62% +1.18
4 AQXE 6.60% +2.51
5 TRQX 6.35% +1.15
Volume Trend
_________________
Market Share Trend
SpreadsAt touch
Rank Venue Spread
(bps)
Change
1 XMAD 14.45 -0.41
2 AQXE 17.45 -1.30
3 CHIX 19.63 -0.98
4 BATE 21.11 -1.09
5 TRQX 27.89 -6.07
Monthly Spread Trend
_________________
25k EUR deal
Rank Venue Spread
(bps)
Change
1 XMAD 25.64 +2.04
2 CHIX 55.27 -1.01
3 BATE 59.69 +2.23
4 AQXE 68.83 n/a
Monthly Spread Trend
Book Depths10BPS Depth (top of book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 20.9 -11.7
2 AQXE 10.9 +0.9
3 CHIX 7.4 -3.2
4 BATE 3.9 -2.3
5 TRQX 1.6 -0.1
Monthly Depth Trend
_________________
50BPS Depth (deeper into book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 308.7 -59.9
2 CHIX 57.6 -0.5
3 BATE 49.1 -5.1
4 AQXE 34.5 +16.2
5 TRQX 29.9 -1.3
Monthly Depth Trend
Best PricesAt touch
Rank Venue Best Price
(%)
Change
Best Prices Trend
_________________
25k EUR deal
Rank Venue Best Price
(%)
Change
Best Prices Trend
Market share is based on on-book
value traded during continuous
trading. The share is calculated by
averaging over all stocks in the
index. The current value shown is for
last week and the change is relative
to the previous week.
Spreads measure the bid to offer
spread of the best visible orders in
the book. The result is averaged
over the stocks in the index and is
based on measurements of the order
books every 30 seconds. The value
for the spread is quoted in basis
points (0.01%).
Market depth measures the amount
of visible liquidity (bids and offers) in
the order book within 10 or 50 BPS
of mid price. The result is averaged
over the stocks in the index and is
based on measurements of the order
book every 30 seconds. This is
quoted in '000s of EUR.
Best Price % measures how often
each venue posts an absolute best
price (no ties) for stocks. The result
is averaged over the stocks in the
index and is based on measurements
of the order book every 5 seconds.
LiquidMetrix Battlemap for
PROSEGUR SEGURIDAD
Current Period
Comparison Period
01-Aug-2019 to 31-Aug-2019
01-Jul-2019 to 31-Jul-2019
Market Share
Rank Venue Market
Share
Change
1 XMAD 73.84% +1.27
2 CHIX 8.28% -3.75
3 BATE 6.56% +0.11
4 AQXE 5.89% -0.02
5 TRQX 5.43% +2.39
Volume Trend
_________________
Market Share Trend
SpreadsAt touch
Rank Venue Spread
(bps)
Change
1 XMAD 27.57 +4.14
2 AQXE 33.72 +4.39
3 BATE 49.38 +6.97
4 CHIX 55.56 +7.87
5 TRQX 180.10 -17.60
Monthly Spread Trend
_________________
25k EUR deal
Rank Venue Spread
(bps)
Change
1 XMAD 65.62 +11.14
2 CHIX 158.24 -8.26
Monthly Spread Trend
Book Depths10BPS Depth (top of book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 6.4 -2.3
2 AQXE 2.4 -1.7
3 CHIX 0.7 -1.2
4 BATE 0.2 0.0
5 TRQX 0.0 0.0
Monthly Depth Trend
_________________
50BPS Depth (deeper into book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 75.3 -15.3
2 AQXE 17.4 -3.5
3 BATE 13.5 +1.6
4 CHIX 13.0 +0.6
5 TRQX 3.7 +2.0
Monthly Depth Trend
Best PricesAt touch
Rank Venue Best Price
(%)
Change
Best Prices Trend
_________________
25k EUR deal
Rank Venue Best Price
(%)
Change
Best Prices Trend
Market share is based on on-book
value traded during continuous
trading. The share is calculated by
averaging over all stocks in the
index. The current value shown is for
last week and the change is relative
to the previous week.
Spreads measure the bid to offer
spread of the best visible orders in
the book. The result is averaged
over the stocks in the index and is
based on measurements of the order
books every 30 seconds. The value
for the spread is quoted in basis
points (0.01%).
Market depth measures the amount
of visible liquidity (bids and offers) in
the order book within 10 or 50 BPS
of mid price. The result is averaged
over the stocks in the index and is
based on measurements of the order
book every 30 seconds. This is
quoted in '000s of EUR.
Best Price % measures how often
each venue posts an absolute best
price (no ties) for stocks. The result
is averaged over the stocks in the
index and is based on measurements
of the order book every 5 seconds.
LiquidMetrix Battlemap for
Sacyr Vallehermoso SA
Current Period
Comparison Period
01-Aug-2019 to 31-Aug-2019
01-Jul-2019 to 31-Jul-2019
Market Share
Rank Venue Market
Share
Change
1 XMAD 74.26% -5.19
2 BATE 12.89% +3.67
3 CHIX 5.61% +1.60
4 AQXE 5.40% +0.67
5 TRQX 1.84% -0.76
Volume Trend
_________________
Market Share Trend
SpreadsAt touch
Rank Venue Spread
(bps)
Change
1 XMAD 17.31 +1.98
2 AQXE 21.24 +1.68
3 BATE 26.47 +1.06
4 CHIX 31.86 -5.92
5 TRQX 59.52 -6.23
Monthly Spread Trend
_________________
25k EUR deal
Rank Venue Spread
(bps)
Change
1 XMAD 29.23 +3.80
2 BATE 78.23 -4.62
3 AQXE 85.88 +1.56
4 CHIX 109.42 -31.87
Monthly Spread Trend
Book Depths10BPS Depth (top of book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 25.5 -5.5
2 AQXE 7.7 -1.1
3 BATE 4.2 +0.6
4 CHIX 1.4 +0.1
5 TRQX 0.2 -0.1
Monthly Depth Trend
_________________
50BPS Depth (deeper into book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 278.3 -38.8
2 BATE 35.3 -1.1
3 AQXE 28.8 -2.1
4 CHIX 23.9 +3.0
5 TRQX 15.6 +0.5
Monthly Depth Trend
Best PricesAt touch
Rank Venue Best Price
(%)
Change
Best Prices Trend
_________________
25k EUR deal
Rank Venue Best Price
(%)
Change
Best Prices Trend
Market share is based on on-book
value traded during continuous
trading. The share is calculated by
averaging over all stocks in the
index. The current value shown is for
last week and the change is relative
to the previous week.
Spreads measure the bid to offer
spread of the best visible orders in
the book. The result is averaged
over the stocks in the index and is
based on measurements of the order
books every 30 seconds. The value
for the spread is quoted in basis
points (0.01%).
Market depth measures the amount
of visible liquidity (bids and offers) in
the order book within 10 or 50 BPS
of mid price. The result is averaged
over the stocks in the index and is
based on measurements of the order
book every 30 seconds. This is
quoted in '000s of EUR.
Best Price % measures how often
each venue posts an absolute best
price (no ties) for stocks. The result
is averaged over the stocks in the
index and is based on measurements
of the order book every 5 seconds.
LiquidMetrix Battlemap for
Talgo SA
Current Period
Comparison Period
01-Aug-2019 to 31-Aug-2019
01-Jul-2019 to 31-Jul-2019
Market Share
Rank Venue Market
Share
Change
1 XMAD 79.50% -2.41
2 AQXE 7.93% +0.66
3 BATE 7.27% +2.08
4 CHIX 3.63% +0.54
5 TRQX 1.66% -0.86
Volume Trend
_________________
Market Share Trend
SpreadsAt touch
Rank Venue Spread
(bps)
Change
1 XMAD 31.47 +6.48
2 AQXE 41.26 +5.54
3 BATE 69.22 +16.51
4 CHIX 101.48 +4.08
5 TRQX 390.29 +131.52
Monthly Spread Trend
_________________
25k EUR deal
Rank Venue Spread
(bps)
Change
1 XMAD 62.68 +20.81
2 AQXE 110.72 n/a
3 CHIX 190.09 -32.61
Monthly Spread Trend
Book Depths10BPS Depth (top of book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 2.0 -23.0
2 AQXE 0.3 -4.0
3 CHIX 0.1 -0.2
4 BATE 0.0 -0.9
Monthly Depth Trend
_________________
50BPS Depth (deeper into book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 81.8 -50.3
2 AQXE 18.3 +3.6
3 BATE 5.6 -3.7
4 CHIX 3.7 -0.7
5 TRQX 1.0 -0.6
Monthly Depth Trend
Best PricesAt touch
Rank Venue Best Price
(%)
Change
Best Prices Trend
_________________
25k EUR deal
Rank Venue Best Price
(%)
Change
Best Prices Trend
Market share is based on on-book
value traded during continuous
trading. The share is calculated by
averaging over all stocks in the
index. The current value shown is for
last week and the change is relative
to the previous week.
Spreads measure the bid to offer
spread of the best visible orders in
the book. The result is averaged
over the stocks in the index and is
based on measurements of the order
books every 30 seconds. The value
for the spread is quoted in basis
points (0.01%).
Market depth measures the amount
of visible liquidity (bids and offers) in
the order book within 10 or 50 BPS
of mid price. The result is averaged
over the stocks in the index and is
based on measurements of the order
book every 30 seconds. This is
quoted in '000s of EUR.
Best Price % measures how often
each venue posts an absolute best
price (no ties) for stocks. The result
is averaged over the stocks in the
index and is based on measurements
of the order book every 5 seconds.
LiquidMetrix Battlemap for
Tecnicas Reunidas SA
Current Period
Comparison Period
01-Aug-2019 to 31-Aug-2019
01-Jul-2019 to 31-Jul-2019
Market Share
Rank Venue Market
Share
Change
1 XMAD 78.77% +3.48
2 CHIX 6.91% -1.54
3 BATE 5.66% -1.65
4 AQXE 5.37% +1.69
5 TRQX 3.29% -1.98
Volume Trend
_________________
Market Share Trend
SpreadsAt touch
Rank Venue Spread
(bps)
Change
1 XMAD 18.26 +0.80
2 AQXE 24.24 +0.62
3 CHIX 34.62 +0.29
4 BATE 38.55 +2.13
5 TRQX 58.31 -4.94
Monthly Spread Trend
_________________
25k EUR deal
Rank Venue Spread
(bps)
Change
1 XMAD 31.12 +4.20
2 CHIX 89.73 -11.37
3 BATE 93.09 -0.50
Monthly Spread Trend
Book Depths10BPS Depth (top of book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 23.5 -10.2
2 AQXE 4.9 -1.4
3 CHIX 1.8 -0.7
4 BATE 0.9 -0.6
5 TRQX 0.3 -0.3
Monthly Depth Trend
_________________
50BPS Depth (deeper into book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 199.0 -86.4
2 CHIX 31.8 +5.3
3 BATE 28.5 +1.2
4 AQXE 22.0 -0.9
5 TRQX 14.7 +2.4
Monthly Depth Trend
Best PricesAt touch
Rank Venue Best Price
(%)
Change
Best Prices Trend
_________________
25k EUR deal
Rank Venue Best Price
(%)
Change
Best Prices Trend
Market share is based on on-book
value traded during continuous
trading. The share is calculated by
averaging over all stocks in the
index. The current value shown is for
last week and the change is relative
to the previous week.
Spreads measure the bid to offer
spread of the best visible orders in
the book. The result is averaged
over the stocks in the index and is
based on measurements of the order
books every 30 seconds. The value
for the spread is quoted in basis
points (0.01%).
Market depth measures the amount
of visible liquidity (bids and offers) in
the order book within 10 or 50 BPS
of mid price. The result is averaged
over the stocks in the index and is
based on measurements of the order
book every 30 seconds. This is
quoted in '000s of EUR.
Best Price % measures how often
each venue posts an absolute best
price (no ties) for stocks. The result
is averaged over the stocks in the
index and is based on measurements
of the order book every 5 seconds.
LiquidMetrix Battlemap for
UNICAJA BANCO. S.A.
Current Period
Comparison Period
01-Aug-2019 to 31-Aug-2019
01-Jul-2019 to 31-Jul-2019
Market Share
Rank Venue Market
Share
Change
1 XMAD 85.12% +0.31
2 CHIX 6.32% -0.87
3 BATE 4.24% +0.43
4 TRQX 2.28% -0.14
5 AQXE 2.04% +0.27
Volume Trend
_________________
Market Share Trend
SpreadsAt touch
Rank Venue Spread
(bps)
Change
1 XMAD 34.27 +4.07
2 AQXE 53.58 +12.02
3 CHIX 67.03 -3.19
4 BATE 113.26 +5.63
5 TRQX 120.46 +2.92
Monthly Spread Trend
_________________
25k EUR deal
Rank Venue Spread
(bps)
Change
1 XMAD 83.19 +5.76
Monthly Spread Trend
Book Depths10BPS Depth (top of book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 3.2 -3.6
2 CHIX 0.2 -0.4
3 AQXE 0.1 -1.2
4 TRQX 0.1 0.0
Monthly Depth Trend
_________________
50BPS Depth (deeper into book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 53.5 -11.2
2 AQXE 10.2 +2.7
3 CHIX 7.0 +0.0
4 TRQX 1.8 -0.6
5 BATE 1.8 -0.8
Monthly Depth Trend
Best PricesAt touch
Rank Venue Best Price
(%)
Change
Best Prices Trend
_________________
25k EUR deal
Rank Venue Best Price
(%)
Change
Best Prices Trend
Market share is based on on-book
value traded during continuous
trading. The share is calculated by
averaging over all stocks in the
index. The current value shown is for
last week and the change is relative
to the previous week.
Spreads measure the bid to offer
spread of the best visible orders in
the book. The result is averaged
over the stocks in the index and is
based on measurements of the order
books every 30 seconds. The value
for the spread is quoted in basis
points (0.01%).
Market depth measures the amount
of visible liquidity (bids and offers) in
the order book within 10 or 50 BPS
of mid price. The result is averaged
over the stocks in the index and is
based on measurements of the order
book every 30 seconds. This is
quoted in '000s of EUR.
Best Price % measures how often
each venue posts an absolute best
price (no ties) for stocks. The result
is averaged over the stocks in the
index and is based on measurements
of the order book every 5 seconds.
LiquidMetrix Battlemap for
VIDRALA SA VIDRALA ORD SHS
Current Period
Comparison Period
01-Aug-2019 to 31-Aug-2019
01-Jul-2019 to 31-Jul-2019
Market Share
Rank Venue Market
Share
Change
1 XMAD 74.95% -2.85
2 AQXE 9.17% +1.32
3 CHIX 7.77% -1.06
4 BATE 4.50% +1.50
5 TRQX 3.62% +1.09
Volume Trend
_________________
Market Share Trend
SpreadsAt touch
Rank Venue Spread
(bps)
Change
1 XMAD 45.94 -0.42
2 AQXE 52.84 -1.25
3 BATE 90.16 -28.02
4 TRQX 107.18 -4.34
5 CHIX 114.80 -3.14
Monthly Spread Trend
_________________
25k EUR deal
Rank Venue Spread
(bps)
Change
1 XMAD 85.43 +1.80
Monthly Spread Trend
Book Depths10BPS Depth (top of book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 1.4 -0.5
2 AQXE 0.3 +0.0
3 CHIX 0.2 -0.2
4 TRQX 0.1 +0.0
5 BATE 0.0 +0.0
Monthly Depth Trend
_________________
50BPS Depth (deeper into book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 54.9 -9.4
2 AQXE 14.4 +1.3
3 CHIX 8.0 +1.0
4 BATE 5.4 -0.2
5 TRQX 2.3 +0.1
Monthly Depth Trend
Best PricesAt touch
Rank Venue Best Price
(%)
Change
Best Prices Trend
_________________
25k EUR deal
Rank Venue Best Price
(%)
Change
Best Prices Trend
Market share is based on on-book
value traded during continuous
trading. The share is calculated by
averaging over all stocks in the
index. The current value shown is for
last week and the change is relative
to the previous week.
Spreads measure the bid to offer
spread of the best visible orders in
the book. The result is averaged
over the stocks in the index and is
based on measurements of the order
books every 30 seconds. The value
for the spread is quoted in basis
points (0.01%).
Market depth measures the amount
of visible liquidity (bids and offers) in
the order book within 10 or 50 BPS
of mid price. The result is averaged
over the stocks in the index and is
based on measurements of the order
book every 30 seconds. This is
quoted in '000s of EUR.
Best Price % measures how often
each venue posts an absolute best
price (no ties) for stocks. The result
is averaged over the stocks in the
index and is based on measurements
of the order book every 5 seconds.
LiquidMetrix Battlemap for
ZARDOYA-OTIS
Current Period
Comparison Period
01-Aug-2019 to 31-Aug-2019
01-Jul-2019 to 31-Jul-2019
Market Share
Rank Venue Market
Share
Change
1 XMAD 70.62% -15.27
2 CHIX 13.07% +8.09
3 AQXE 6.11% +2.98
4 BATE 5.56% +2.02
5 TRQX 4.64% +2.18
Volume Trend
_________________
Market Share Trend
SpreadsAt touch
Rank Venue Spread
(bps)
Change
1 XMAD 22.06 +4.41
2 AQXE 26.42 +5.55
3 CHIX 39.40 -0.63
4 BATE 43.70 +6.44
5 TRQX 149.52 +10.60
Monthly Spread Trend
_________________
25k EUR deal
Rank Venue Spread
(bps)
Change
1 XMAD 46.98 +11.74
2 CHIX 132.64 +18.25
3 BATE 139.67 +26.82
Monthly Spread Trend
Book Depths10BPS Depth (top of book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 7.3 -6.3
2 AQXE 3.4 -2.2
3 CHIX 1.8 +0.0
4 BATE 0.3 -0.4
5 TRQX 0.0 0.0
Monthly Depth Trend
_________________
50BPS Depth (deeper into book)
Rank Venue Depth (1K
EUR)
Change
1 XMAD 159.9 -19.2
2 AQXE 19.6 -2.6
3 CHIX 19.0 -3.8
4 BATE 15.3 -5.0
5 TRQX 4.6 -1.2
Monthly Depth Trend
Best PricesAt touch
Rank Venue Best Price
(%)
Change
Best Prices Trend
_________________
25k EUR deal
Rank Venue Best Price
(%)
Change
Best Prices Trend
Market share is based on on-book
value traded during continuous
trading. The share is calculated by
averaging over all stocks in the
index. The current value shown is for
last week and the change is relative
to the previous week.
Spreads measure the bid to offer
spread of the best visible orders in
the book. The result is averaged
over the stocks in the index and is
based on measurements of the order
books every 30 seconds. The value
for the spread is quoted in basis
points (0.01%).
Market depth measures the amount
of visible liquidity (bids and offers) in
the order book within 10 or 50 BPS
of mid price. The result is averaged
over the stocks in the index and is
based on measurements of the order
book every 30 seconds. This is
quoted in '000s of EUR.
Best Price % measures how often
each venue posts an absolute best
price (no ties) for stocks. The result
is averaged over the stocks in the
index and is based on measurements
of the order book every 5 seconds.
