Markte Maker Cost
Transaction Cost Component
Cost of inventory
Personnel cost
Financing cost
Adverse Selection Component
Cost of trading with better-informed coutnerparty
Market making/Dealer markets
Countinous trading basic characteristics
Call auctions basic characteristics
Benefits of electronic trading
Concepts of market efficiency
Dimensions of liquidity
Spread Measures: Quoted Spread
Spread Measures: Effective Spread
Spread Decomposition: Realized Spread
Spread Measure: Price Impact
XLM
Circuit breakers - Volatility interruptions
effects of market safeguards in general
asset liquidity is the main driver of trading model choice
Both fragmentation and concentration in FX markets
Key MiFID II / MiFIR topics
Effects of internalisation, order preferencing and internal order crossing
Transaction cost overview
Motivation for internalisation
Price determination in call auctions
What do orders specify
Market quality criteria
Trade at close characterisitcs xetra
Systematische Internaliserer Definition
MiFID II on PFOF, DVC and SI
Consolidated Tape
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