Chart 1: Execution Type by Algorithmic Trading Strategy
Chart 2: Lit Trading as a Percentage of Total Value Traded by Strategy and Order Size Relative to LIS
One full year of European algorithmic executions were included in the analysis, from Q2 2014 through Q1 2015. The analysis was restricted to securities with market capitalization over $5B and clients who traded with a variety of brokers.
Refer to ITG Peer Analytics for information on available ITG Peer Group Database based analytics.
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