Volume Weighted Best Bid and Offer (VBBO)

VBBO is a real-time data feed, providing for any security traded in Equiduct PartnerEx, the Volume Weighted Best Bid and Offer for Retail Market Size (~7,500€) and Standard Market Size (SMS) (Always equal or greater than 7,500€ as defined by ESMA) where defined. 

VBBO is calulated on the basis of a virtual order book formed from consolidated visible pre-trade level 2 data from relevant markets. The VBBO data product provides pre-trade transparency for the PartnerEx execution facility.

VBBO is made available by Equiduct via FIX and ITCH.

VBBO Information may also be distrubuted by data vendors as Equiduct Information for purposes of use and redistribution in accordance with the Equiduct Product Licence Agreement.

Key Features

No information

Key Benefits

No information

Product/Service Details

Core Function
Geographic Availability
Africa, Asia-Pacific, Europe, Middle East, North America, South America
Asset Class Coverage
Market Coverage by Geography
Coverage by Exchange
Europe (ex U.K)
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