Sybase® Market Liquidity Analysis
A full market perspective is difficult because of fragmented liquidity. Many securities are traded on more than one exchange or alternative trading venue. Knowing when, where and how to trade can be a challenge, and it’s getting harder all the time as the markets evolve. Finding and analyzing market liquidity, when liquidity is spread out across multiple exchanges, ECNs, alternative trading systems, multilateral trading facilities and the like is no small task.