PRE-COVID: 1st June 2019 – 20th February 2020
RECENT: 13th October – 3rd November
This matrix shows the liquidity scores for various currency pairs for the periods, pre-COVID and recent. The scores are scaled between 0 and 1, with higher liquidity scores being better.
SPREAD ELEVATION MATRIX: Shows the % change in the spread levels between the recent period and the pre-covid period.
VOLUME ELEVATION MATRIX: Shows the % change in volume settled at different hourly buckets between recent period and pre-covid period.