REP 452 Review of high-frequency trading and dark liquidity
Released 26 October 2015
This report presents findings from our 2015 reviews of high-frequency trading and dark liquidity.
- builds on our analysis of equity markets published in Report 331 Dark liquidity and high-frequency trading (REP 331)
- analyses specific trading attributes associated with high-frequency trading in both equities and futures admitted to trading on Australian exchange markets, and dark liquidity in equities, and
- informs investors and consumers, market participants and listed entities about the markets in which they invest and raise capital.