by WSBConsensus
Liquidity by asset class in August 2020 relative to annual averages since 2010.
Proxies for liquidity: in US Equities (average number of contracts on the bid/offer in ES1); US HG Credit (Trace daily value as % of market outstandings); US Treasuries (average of top 3 bids and offers on Brokertec); global FX (size of top 5 bids and offers on order book across pairs); and Oil (Brent and WTI front contract volume as % of daily physical production).
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