Liquidity report format

Project

—no data

Reporting period

— to —no data

Exchange

—no data

Trading pair(s)

—no data

Time zone

—no data

Service scope reference

—no data

Report date

—no data

Prepared by

—no data

OperationWas the service running during the period?

—no data

DataHow much of the period has usable data?

—no data

TargetsWere the agreed targets met?

—no data

Three separate answers, never one “all good” flag. The service can be running while data is incomplete, and data can be complete while a target is missed. A missing answer is shown as missing, not as a pass.

Mid price

(best bid + best ask) ÷ 2, at each sample.

Bid-ask spread

(best ask − best bid) ÷ mid price, sampled at an agreed interval and summarised over the period (for example, time-weighted average and range).

Depth within ±x%

Total value of resting orders priced within x% of the mid price, per side, in the quote currency.

Definitions used

These are example definitions. The definitions, sampling interval and aggregation for a real report are agreed in the service scope and stated in the report.

Samples expected

—no data

Samples usable

—no data

Coverage

—no data

Periods excluded

—no data

Market data source

—no data

Account data used

—no data

Sampling interval

—no data

Exclusions

—no data

Known limitations

—no data

A real report states where each figure comes from and how it was calculated, so it can be checked. The sources and method are agreed in the service scope.