Understand liquidity profiles under stressed market conditions (COVID-19)
Observe major shifts in liquidity profiles between normal and stressed (COVID-19) market conditions for different currency pairs. All chart analysis is delivered utilising Mosaic Smart Data’s Natural Language Generation (NLG) technology. Before reading this analysis please read our disclaimer.
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
Spread elevation: Shows the % change in the spread levels between the recent period and the pre-covid period.
Volume Elevation Matrix
Volume elevation: Shows the % change in volume settled at different hourly buckets between recent period and pre-covid period.