The graph below shows how the median liquidity at touch profile for China Mobile Ltd (941:HK) at HKEX changes throughout the trading day on the lit book. Touch liquidity builds up following the opening auction, stabilizes ahead of the lunchbreak and then builds up again prior to the closing auction.
It is essential that a best execution algo has this per instrument intelligence, so that it can step ahead when 'excess liquidity' is being shown in the order book. Please contact us at sales@itarle.com for details on how these metrics can improve execution prices.
Itarle is delighted to announce its sponsorship of the best Bachelor, Master and PhD thesis at the University of Manchester Department of Electrical and Electronic Engineering. The prize will be awarded to Students with outstanding performance in their Bachelor, Master or PhD thesis. Paid internships at Itarle (UK) will be offered to the prize winning […]
We would like to wish everyone a happy Chinese New Year and best wishes for 2024! Team Itarle
