Liquidity Landscape May 5, 2020

Top of Book Liquidity has increased over pre Covid-19 averages for the first time with the Japan Top 225 registering 1.06 last week representing the first increase in liquidity since the start of the crisis. While other main indices still show a reduction in liquidity Top of Book, the impact of sustained volatility in declining volumes will continue to challenge execution performance.

Read the report here

The report has been compiled by Rebecca Healey, Charlotte Decuyper and Lara Jacobs of the Liquidnet Global Market Structure team, Rafik Khelifi from Liquidnet’s Investment Analytics team and Gareth Exton and Joe Fields from Execution & Quantitative Services team.