We would like to wish everyone a happy Chinese New Year and best wishes for 2024! Team Itarle
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.
We would like to wish everyone a happy Chinese New Year and best wishes for 2024! Team Itarle
Wishing all our clients and friends a happy festive season and a successful New Year 2024! Team Itarle