Liquidity Landscape May 12, 2020

Top of Book Liquidity is almost back to par with pre Covid-19 averages for the first time - the US Top 500 is now trading with just 6% less liquidity TOB compared to the January average; Hong Kong Main 10% less liquidity; Australia 13%; Japan Top 225 17%. The UK and EU remain the most impacted with 23% and 24% TOB liquidity.

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.