The TRADE 63 - Q1 2020 | Page 36

[ THOUGHT LEADERSHIP | THE SWISS STOCK EXCHANGE] MIFID REVIEW: The long way towards data excellence Price discovery through efficient liquidity pooling is the core function of a securities exchange. The Swiss Stock Exchange (SIX) has a solid track record of delivering consistent high-quality market data, both in terms of content and latency. SIX is actively involved in industry initiatives aimed at promoting better data standards. W hile the original MiFID (Markets in Financial Instruments Directive) introduced more competition in equity markets, the second iteration is looking to bring greater overall transparency to OTC markets. It also covers other asset classes such as bonds, derivatives and structured finance products. As part of this, the rules have banned the notoriously opaque broker crossing networks allowing for a proliferation of systematic internalisers (SIs). This has had unintended consequences, namely increased market fragmentation. Across regulated markets (RMs) and multilateral trading facilities (MTFs), less transparent execution functionalities - such as periodic auctions - are becoming increasingly popular. As a result, the share of price forming lit trading activity has gone down. 36 // TheTRADE // Spring 2020 The data accuracy challenge Central to MiFID II is that investment firms obtain best execution and price discovery when trading, and evidence they have done so with their own clients. However, the rules are making this difficult. With the multitude of new trading venues, it is becoming much harder – arguably impossible – for market users to accurately screen all of their trading venues’ data on a real- time basis to obtain the best price for individual assets. Although both MiFID I and its successor have helped create greater market competition, the rise of alternative trading venues has had an adverse impact on transparency. While home markets still act as reference price setters for liquid equities, investment firms need to prove they have searched for the best price across multiple liquidity Marc Berthoud, Head Exchange Data Strategy, Securities & Exchanges, SIX pools. These various liquidity pools unfortunately demonstrate unlevelled characteristics in terms of quality and latency. For this same reason, it has also become