MIFID II - RTS27
Borsa Italiana S.p.A. make available the information regarding the quality of EuroTLX Market transactions in order to be compliant with RTS 27 of MiFID 2. The information will be available on quarterly basis before the end of the next quarter (at the end of June the information
on Q1, at the end of September the information on Q2, at the end of December the information Q3, at the end of March the information of the last quarter of the previous year).
The information will be available through the following tables:
- Table 1 : Type of execution venue
- Table 2 : Type of financial instrument
- Table 3 : Information on intraday prices
- Table 4 : Information on daily reference prices (min, max, average)
- Table 5 : Cost information
- Table 6 : Information on likelihood of execution in terms of ratios of number of orders and number of trades
- Table 7 : Additional information for continuous auction order book and continuous quote driven execution venues in terms of price quality and order book depth;
- Table 8 : Additional information for continuous auction order book and continuous quote driven execution venues:
- Table 9 : Additional information for request for quote execution venues.
Please be informed that, due to a technical issue, above mentioned Table n. 3, 7 and 8 do not contain information on some financial instrument for trading day of June, 1st, 2018.