Beware, Transaction Costs are Trending Up (Credit Suisse)

February 2014

KEYWORDS: transaction costs, Asia Pacific, index, European Union, market fragmentation, High-Frequency Trading, bid-ask spread


Phil Mackintosh, Liesbeth Baudewyn

  • Credit Suisse


Last year we introduced our Transaction Cost Index, which was designed to show how efficiently markets were absorbing trade flows by measuring investors transaction costs adjusted for different volatility regimes.
In this report we compare our Transaction Cost Indexes across the globe – looking at changes to costs in Asia, Europe and the US since 2006.

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