Types of Analysis

Percentage of Traded Volume and TOB Spread in Full Pips for each Market Segment

 

• Plots the traded volume for each of the three markets, FX futures, EBS Market and EBS Direct as a percentage of the hours selected.
• Overlays the bid-ask spread for the selected orderbook levels for EBS Market and futures.

Note: EBS Direct TOB spreads are not available as they are bilaterally quoted between counterparties.

 

 

EBSM TOB Spread Distribution in Full Pips

A box-whiskers (percentile) plot that buckets TOB EBS Market spreads into an hourly statistical plot. The median spread is shown in orange. The blue box highlights the range observed 50% of the time between the 25th and 75th percentiles.

 

FX Futures TOB Spread Distribution in Full Pips

Similar display to EBSM TOB spread distribution but displaying TOB FX futures spreads.

 

EBSM and FX futures TOB Volume

A side-by-side comparison of available EBS Market and FX futures orderbook volume for the selected orderbook levels.

 

Exporting the Data

To export the data click on the “Data” tab and then on your preferred export format. Excel and CSV are available.