Introduction
The case for multi-asset starts where most broker content stops: with the number. This note walks through what we measure, how we measure it, and what it means for the size you can put to work.
Market context
Liquidity conditions, session overlaps and venue behaviour set the ceiling on what any routing stack can achieve. We frame the environment before drawing conclusions from it.
Analysis
Using our own order-to-fill telemetry, we compare quoted pricing against realised pricing across tiers — including the tail cases that averages tend to hide.
Key takeaways
Published spreads only matter alongside fill rate and slippage. Read the three together, or you are reading marketing.
Every statistic quoted on this page is drawn from live Global Market One execution data and republished monthly. Ask the desk for the raw series.