Top-of-Book Analysis - Evaluating Pricing
We overlay LP data over your own market data in a single view so it makes it instantly apparent which of your LPs is responsible for arbitragable rates, which are predictive and which are skewed.
You're also able to compare performance against your own pricing models, identifying which rates are slow, which were wide and which stop pricing especially around major market events.
This enables you to fine tune your pricing, we can work alongside you to craft your own dynamic pricing models in MFX Compass.
Learn how to use the Price Spike Feature and Top of Book to evaluate your LPs and your own pricing.
For example, the top-of-book view here allows us to see how each LP reacted to a standard EURUSD move:
MARKET30 was among the first to move
MARKET29 was among the last
MARKET6 blew out their spreads
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