Report on the effects of computer trading on liquidity and trading costs in the UK.
PDF, 537KB, 39 pages
This file may not be suitable for users of assistive technology. Request an accessible format.
If you use assistive technology (such as a screen reader) and need a version of this document in a more accessible format, please email email@example.com. Please tell us what format you need. It will help us if you say what assistive technology you use.
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.