Liquidity & Execution
Price Impact Analysis
Trade-size and price-impact analysis is priced through Liquidity Design.
Available through Liquidity DesignParent package price
Setup$1,500
Monthly$0
Price Impact Analysis: Illustrative product interface with sample data
Illustrative product interface with sample data
Price Impact Analysis
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Customer inputs
- Pairs, venues, trade sizes and current liquidity data
- Capital and execution constraints
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What the service includes
- Trade-size scenario modelling
- Liquidity depth and route assumptions
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Deliverables
- Price-impact analysis through Liquidity Design
- Scenario table and stated assumptions
Designed for
Treasury and liquidity teams comparing expected execution across defined trade sizes.
What the service includes
- Trade-size scenario modelling
- Liquidity depth and route assumptions
- Expected price-impact comparison
- Documented limitations and sensitivity
This capability is priced and ordered through Liquidity Design.
Deliverables
- Price-impact analysis through Liquidity Design
- Scenario table and stated assumptions
Customer inputs
- Pairs, venues, trade sizes and current liquidity data
- Capital and execution constraints
Dependencies and prerequisites
- Prerequisites are validated during configuration and shown with their commercial impact before checkout.
Configuration and upgrades
- Preserves the requested pairs/scenarios when Liquidity Design is selected
- Up to three pairs in the base parent scope
Questions and answers
How is Price Impact Analysis purchased?
The analysis is configured through Liquidity Design and retains the requested pairs and trade-size scenarios within the parent scope.
What information is needed to start Price Impact Analysis?
Pairs, venues, trade sizes and current liquidity data. Capital and execution constraints.