Join SIX Swiss Exchange, BME Exchange and Aquis in Amsterdam

Find us here Booth 19
Location RAI Amsterdam
Date Wednesday, 22 April - Thursday, 23 April 2026
Event page https://tradetecheu.wbresearch.com/

Our Speaker at TradeTech Europe 2026

Robert Cranston

Head Equity Business Development Sales Strategy, Exchanges

Main Day 1 | 22nd April | 10:10 am

Auction Mechanics & Microstructure Panel

Trading the Close: How are closing mechanisms, internal crosses, and new protocols reshaping end-of-day trading?

Further details

 

 

Downloads

The Trading InfoSnack articles are a series of data driven, mini-research features that provide commentary on market relevant trends, models and microstructure that influence the trading of Swiss securities. They are designed to be brief but insightful summaries of relevant trading topics, underpinned by in depth analysis compiled by the Swiss Stock Exchange’s Equities team.

  • Trading InfoSnack: Take Half the Spread – Go Lit or Go Dark?

    Article #16 of the data driven research feature of SIX Swiss Exchange examines differences in order submission behaviour and execution performance between displayed (lit) and non displayed (dark) orders in Swiss Blue Chips.

    Open document
  • Trading InfoSnack: Mirror, Mirror on the Wall

    Article #15 of the data driven research feature of SIX Swiss Exchange examines the patterns of price setting and price mirroring across venues in a fragmented liquidity environment.

    Open document
  • Trading InfoSnack: Cluster-struck

    Article #14 of the data driven research features of SIX Swiss Exchange looks at the contributions of different trade clusters to market share and their usefulness for passive order allocation strategies.

    Open document
  • Trading InfoSnack: Struck in the Middle (With You)

    Article #13 of the data driven research features of SIX Swiss Exchange looks at the sourcing of mid-point liquidity as a key facet of equity market trading in Europe.

    Open document
  • Trading InfoSnack: Order Cancellation Patterns

    Article #12 of the data driven research features of SIX Swiss Exchange looks at order cancellations as a key driver of the order book shape, analysing not just the Swiss market but across the most liquid European equities.

    Open document
  • Trading InfoSnack: Crumble In The Jungle

    Order books are in a constant state of evolution, one that determines likelihood of execution and execution performance. In-depth analysis by the Equity experts of SIX Swiss Exchange highlight the trade-off between fill probability and adverse selection utilising Order Book Imbalance (OBI) state and a Crumbling Quote Signal (CQS).

    Open document
  • Trading InfoSnack: The Rule of Three

    Any trading participant executing client orders is obliged to do so in a way that achieves the best possible outcome for the client. Read about the core factors that they take into consideration when routing orders in the latest Trading InfoSnack.

    Open document
  • Trading InfoSnack: Stale Prices and the Price of Being Stale

    Dark trading mechanisms have become an integral part of the European liquidity landscape. In this context, the PBBO midpoint is a core benchmark. In the latest Trading InfoSnack, the equity experts at SIX Swiss Exchange are evaluating what proportion of trading activity actually occurs at this price and the impact of trading at a ‘stale price’.

    Open document
  • Trading InfoSnack: This Time Is Different

    Article #8 of the data driven research features that provide commentary on market relevant trends, models and microstructure that influence the trading of Swiss securities.

    Open document
  • Trading InfoSnack: Cryptophoria

    Article #7 of the data driven research features that provide commentary on market relevant trends, models and microstructure that influence the trading of Swiss securities.

    Open document
  • Trading InfoSnack: Last Orders

    Article #6 of the data driven research features that provide commentary on market relevant trends, models and microstructure that influence the trading of Swiss securities.

    Open document
  • Trading InfoSnack: Size Matters

    Article #5 of the data driven research features that provide commentary on market relevant trends, models and microstructure that influence the trading of Swiss securities.

    Open document
  • Trading InfoSnack: Liquidity under the Volatility Microscope

    Article #4 of the data driven research features that provide commentary on market relevant trends, models and microstructure that influence the trading of Swiss securities.

    Open document
  • Trading InfoSnack: Closing Auctions – What’s Hanging in the Balance?

    Article #3 of the data driven research features that provide commentary on market relevant trends, models and microstructure that influence the trading of Swiss securities.

    Open document
  • Trading InfoSnack: Back to the Future(s)

    Article #2 of the data driven research features that provide commentary on market relevant trends, models and microstructure that influence the trading of Swiss securities.

    Open document
  • Trading InfoSnack: What’s in a Liquidity Smile?

    Article #1 of the data driven research features that provide commentary on market relevant trends, models and microstructure that influence the trading of Swiss securities.

    Open document
  • Want to know more about trading on SIX Swiss Exchange? Get in touch with our experts!
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