
In today’s digitised and fast-moving markets, having access to diverse liquidity sources and trading venues is more important than ever for driving volume and capturing fleeting arbitrage opportunities. However, many institutional trading desks still rely heavily on established bilateral relationships and legacy workflows that limit their selection, provide patchy transparency, and require extensive manual effort to onboard new counterparties.
The solution? Leveraging quantitative analytics, smart order routing algorithms, and global connectivity to optimise how firms source liquidity and execute trades across regions. This enables access to more exotic instruments on alternative venues as well as anonymised matching via in-house dark pools and other liquidity sources.
By broadening and streamlining their liquidity connections, financial institutions can secure better pricing for clients, react quicker to market events and news, scale their businesses more easily, and capture revenue opportunities that would otherwise be missed.
Some of the key benefits of enhanced global liquidity access and routing include:
To realise these benefits, institutional firms need to overhaul traditional voice-based workflows and adopt evolved platforms that leverage the latest advancements in market connectivity, data analytics, and trade automation.
If your traders still work the phones to find block liquidity or lack real-time visibility into activity across regions, the time has come to make a change. Transforming liquidity access with innovative platforms opens up new revenue opportunities while future-proofing institutional trading businesses. Are you looking for cutting-edge technology to unlock unique liquidity for institutional dealing desks globally? Talk to Wematch.
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