Tradeweb publishes proprietary indices that benchmark market liquidity across Rates markets, providing greater transparency into execution costs, volatility, and market conditions.
Why Tradeweb Liquidity Indices
Comprehensive: Based on platform-wide transaction data across Rates markets, supporting robust and representative market benchmarks
Proprietary Metrics: Trade Cost Index measured in basis points, designed to enhance transparency into transaction costs
Real-Time Insights: Intraday volatility updates that support informed trading, risk management, and best execution analysis
Trade Cost Index
Benchmark execution quality and estimate expected trade costs
Intraday Volatility Index
Real-time measurements of market volatility based on intraday movements across each sector and security
Subscribe to our Premium/Intraday Access
Get premium access to intraday liquidity data with higher granularity and real-time updates.
