Spread Analysis - Spread Histograms
Spread histograms plot spread against time spent publishing the spread. This gives you a view of the spreads each LP was publishing and for how long in the time interval given.
These can also be plotted by timezone and viewed over a period of days or weeks.
Learn more here about how you can use histograms to analyse your LPs spreads.
Checking spreads at different quantities
To view the spreads LPs show at different levels of the stack, deselect "Top-of-book spreads" under the Quantities tab and adjust the quantity thresholds as required.
Filtering by Market allows you to see the full order book spreads provided by individual LPs or to compare different LPs at the same level of the stack.
Filtering Markets
Similar to the top-of-book, the markets visible on the chart are adjustable. These are categorised by Client and External markets - internally constructed pricing models and external LP prices or liquidity pools respectively. Select or deselect chosen markets and reload the chart to view (clicking Plot Histogram).
Also see: