The internalisation rate is the share of a market maker’s fills (by shares or by orders) that it keeps against its own inventory rather than offsetting on an exchange or another venue within a short interval.
Quantitative Finance · Begrippenlijst
Quantitative Finance · Begrippenlijst
The internalisation rate is the share of a market maker’s fills (by shares or by orders) that it keeps against its own inventory rather than offsetting on an exchange or another venue within a short interval.