MarketAxess Bows European BASI Liquidity Measure

alex-sedgwick-marketaxess

The European BASI is designed to compare transaction costs across markets, and can track specific sectors, such as credit products or factors such as specific trade size categories, based on customers' needs. The index is published on MarketAxess' website, and covers 5,000 euro-denominated bonds and 2,000 sterling-denominated bonds, and can be calculated on a daily, weekly, monthly or quarterly basis. Time-series charts are based on data available back to Feb. 1, 2013. MarketAxess does not issue

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: