ANNEX I
‘ANNEX I
Types of system and the related information to be made public in accordance with Article 2
Type of system | Information to be made public |
Continuous order book trading system | For each financial instrument, the aggregate number of orders and the volume they represent at each price level, for at least the five best bid and offer price levels. |
Periodic auction trading system | For each financial instrument, the price at which the auction trading system would best satisfy its trading algorithm and the volume that would potentially be executable at that price by participants in that system. |