Liquidity Landscape March 23, 2020

Given the unprecedented events of recent weeks, we have put together a weekly Liquidity Landscape to update you as to what we have seen in terms of market activity and its impact on liquidity formation.

Despite the shockwaves across markets and a rapid fall in major indices, market structure has held up well with minimal changes in the proportional percentage of activity across trading protocols, bar the jump in SI volumes on Friday 20 March, most likely due to “quadruple witching”.

Read the latest report here

Compiled by Rebecca Healey, Global Head of Market Structure + Strategy, Gareth Exton and Joe Fields, Global Execution + Quantitative Services