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25 Mar 2026

Intelligent liquidity – transforming auctions with OneChronos

Our Electronic Trading Lecture with OneChronos Markets UK examines transformative developments in market auctions, unlocking liquidity strategically.
 

 

Key takeaways

  • Integration and access matter more than ever
  • Periodic auctions are moving to the mainstream
  • Optimisation is more important than speed
  • As venue complexity grows, post-trade performance is a key value indicator
  • Expressive, constraint-based bidding is the future


1. Unlocking liquidity through integration and access

Institutional investors are navigating an increasingly fragmented liquidity landscape. Seamless integration across venues is now necessary to achieve meaningful outcomes. ZebrA-X was built to meet that need, providing streamlined access to over 55 liquidity venues through a single point of entry.

This “one-stop” model addresses the significant portion of the market often described as ‘grey’ liquidity: venues and mechanisms that sit between traditional lit markets and dark pools. By combining Dark, Lit and Dark-Lit strategies, pegged at mid, ZebrA-X enables institutional investors to capture liquidity more efficiently while retaining strategic oversight.

The benefit is clear: simplified access and broader reach without adding operational complexity.

 

2. Periodic auctions are moving to the mainstream

Liquidity discovery is undergoing a structural shift. Periodic auctions are no longer peripheral — they are becoming central to institutional execution strategy.

In the UK, periodic auctions are closing the gap with dark venues in the FTSE 250. Across Europe, they overtook dark trading volumes last year, marking a significant rebalancing of where institutional liquidity is forming.

For investors, this means greater opportunity to access natural liquidity pools, improving match quality and execution outcomes in an increasingly competitive environment.

 

3. Optimisation over speed

For years, electronic markets have been driven by speed, but increasingly institutional investors are prioritising outcome quality over latency.

OneChronos applies advanced mathematical optimisation to market structure, allowing participants to set constraints, such as prioritising price improvement or execution timing, directly into the matching process. Rather than simply matching orders, the model seeks to optimise them.

This shift from speed to optimisation creates a differentiated trading environment focused on execution quality and broader market coverage.

For institutional investors, the benefit is strategic control: the ability to align execution logic more closely with investment objectives.

 

4. Post-trade performance as a value indicator

As venue fragmentation deepens across markets and geographies evaluating execution quality has become more complex. In this environment, post-trade performance analysis is no longer optional; it is a core value metric. Venues that can demonstrate tangible execution benefits are attracting increased institutional engagement.

For investors, the key takeaway is that execution strategy must extend beyond order placement. Measuring and understanding post-trade performance is increasingly central to preserving alpha in fragmented markets.

 

5. Expressive, constraint-based bidding: the direction of travel

Looking ahead, the most significant evolution may be the rise of expressive bidding — the ability to embed layered constraints and portfolio-level logic directly into execution. This allows institutional investors to express multi-asset, multi-regional requirements in a single, cohesive execution framework.

As ZebrA-X continues to expand its venue network and strategic capabilities, it enables clients to evolve alongside this shift — accessing innovative liquidity models while maintaining control, transparency and flexibility.

Dominic Lowres
Dominic Lowres, Head of Electronic Trading at Investec

The future of electronic trading is not simply faster. It is more integrated, optimised and ultimately, more aligned with institutional objectives.

Let’s talk - Touch base with a member of our Electronic Trading team to learn more.

Let’s talk - Touch base with a member of our Electronic Trading team to learn more.

Dominic Lowres
Dominic Lowres

Dominic Lowres

Head of Electronic Trading
Matthew West
Matthew West

Matthew West

Electronic Sales Trader
Vinesh Chhaya
Vinesh Chhaya

Vinesh Chhaya

Electronic Sales Trader

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