Research and analysis

Computer trading: liquidity and trading costs

Report on the effects of computer trading on liquidity and trading costs in the UK.

From:
Government Office for Science
Published
8 September 2011

Documents

Computer based trading, liquidity and trading costs (DR5)

PDF, 537 KB, 39 pages

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Details

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:

  1. Is there evidence that computer trading is still growing in the post crisis trading environment?
  2. 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.

Published 8 September 2011

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