Trades
Features > Transparency > Trades dashboard
Overview
The Trades dashboard provides a detailed view of trade execution across exchanges and by pair. The dashboard includes a range of metrics, such as trade size, price, and spread, which can be used to evaluate trade execution quality and optimize strategies. The dashboard also allows for filtering of data by date, currency, exchange, and pair, enabling users to access specific areas of interest.
Associated products
Market-making; OTC Trading.
Description
Trade execution; Details by Name.
Purpose
Provide visualization of trade execution details across exchanges and by pair.
Graphics displayed
Client filters include: Date, Currency1, Currency2, and Exchange.
Summary Table of Executed Trades
Provide various metrics aggregated by exchange, pair (base/quote), and side.
We use weighted calculations based on the size of the trades.
Sum Size: Total amount of base currency traded in base units.
Size Ccy2 - Equivalent amount in quote currency.
Size Weighted Price: Computed using sum(price*size) / sum(size).
Size Weighted Price Index:
Computed using: sum(price_index*size) / sum(size)
Represents the average purchase price of all transactions in period with respect to the index price. Provides insight into whether the average “actual” purchase price fell above (paid more) or below (paid less) than the “index” price. Purchase price below index would be beneficial as you paid less than the market did on average.
Size Weighted Execution Spread
Computed using: sum(execution_spread*size) / sum(size)
Execution spread: (price-price_index) / price_index
Provides the percentage distance of the actual execution price from the index price. Used to evaluate quality of trade execution price. Buys lower than the index and sells greater than the index are favorable.
Trades Volume by Exchange: Provides % breakdown of all trades executed by exchange.
Execution Distribution
Execution Distribution:
Displays Weighted Execution Spread by trade over time period.
Detailed by exchange/pair/side.
Trade Volume By Hour
Trades Volume by Hour
Provides sum of currency1 trade size aggregated over 1-hour periods.
Detailed by exchange/pair
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