Melbourne Trade & Liquidity Library (MeTLL)

<p dir="ltr">MeTLL is a daily database for Australian listed equities and exchange-traded funds trading on both the Australian Securities Exchange (ASX) and Cboe Australia. It provides three types of daily data:</p><p><br></p><ul><li>Daily trading measures such as open and closing prices, returns, volumes traded and VWAP;</li><li>Daily order book measures constructed from underlying trade and quote data, including liquidity, volatility and price efficiency metrics;</li><li>Trading activity measures by trade type and venue.</li></ul><p dir="ltr">The daily data are created using the London Stock Exchange Group (LSEG) Datascope Select product which includes an end of day data set and transaction-level data set (tick history). The database is only available to University of Melbourne researchers with ongoing permission to access the LSEG Datascope Select product.</p><p dir="ltr"><a href="https://taq-db.unimelb-fbe-taq.cloud.edu.au/" rel="noreferrer" target="_blank">Go to Library</a></p>