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ESRB Publishes Report on Market Liquidity and Market-Making

The European Systemic Risk Board has releases a report on market liquidity and market-making that report investigates the issue and presents new evidence, particularly focusing on the supply of liquidity services by market-makers. To obtain this information the ESRB conducted a quantitative data collection exercise as well as a qualitative survey with the largest market-makers operating in Europe. The data provide a mixed picture with the results varying by asset market and the market liquidity indicator used.