Research and analysis
Computer trading: liquidity and trading costs
Report on the effects of computer trading on liquidity and trading costs in the UK.
PDF, 537KB, 39 pages
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This report provides evidence of the effect that the development of computer-based trading has had on activity and liquidity in the UK equity market. It focuses on 2 main questions:
- Is there evidence that computer trading is still growing in the post crisis trading environment?
- How does the use of computer trading differ across large, mid‐cap and smaller stocks?
This review was commissioned as part of the Foresight project on the future of computer trading.