ESMA publishes data for the quarterly liquidity assessment of bonds
ESMA publishes data for the quarterly liquidity assessment of bonds
- ESMA publishes data for the quarterly liquidity assessment of bonds
The European Securities and Markets Authority (ESMA), the EU’s financial markets regulator and supervisor, has published its new quarterly liquidity assessment of bonds. - Due to a technical error, the data was published earlier than the usual publication date (1 February 2023).
- ESMA is also publishing two completeness indicators related to bond liquidity data.
- ESMA’s liquidity assessment for bonds is based on a quarterly assessment of quantitative liquidity criteria, which includes the daily average trading activity (trades and notional amount) and the percentage of days traded per quarter.