Volatility Corridors | Shares and Funds | Bonds |
---|---|---|
dynamic | 3 % | 2 % |
static | 10 % | 4 % |
extended | 6 % | 4 % |
OTR = sent orders / traded orders and this parameter will be counted in two variants – number of orders and number of pieces – calculated per member, ISIN and trading day
If this % ratio is over the limit set by the trading venue, this member should pay the fee according to the fee schedule.
Type of Issue | Orders (numbers) |
Orders (volume) |
Quotes (numbers) |
Quote (volume) |
---|---|---|---|---|
Shares and Units | 10 000 | 50 000 | 100 000 | 1 000 000 |
Bonds | 100 | 1 000 | 10 000 | 1 500 000 |
Structured Products | 100 | 1 000 | 100 000 | 1 000 000 |
Price on the Decisive Day | Minimum Size (pcs) |
Peak (pcs) |
---|---|---|
< 5000 Kč | 1000 | 100 |
> 5000 Kč | 250 | 25 |
Note: The peak size of an iceberg order has always to be at least 5% of the order size. Minimum trade value must be 10 000 EUR.
valid from 2 Jan. 2018
Liquidity Bands - average daily number of trades | ||||||
---|---|---|---|---|---|---|
LB1 | LB2 | LB3 | LB4 | LB5 | LB6 | |
Price | 0≤ number < 10 |
10≤ number < 80 |
80≤ number < 600 |
600≤ number < 2000 |
2000≤ number < 9000 |
9000≤ number |
0 ≤ price < 0.1 | 0.0005 | 0.0002 | 0.0001 | 0.0001 | 0. 0001 | 0.0001 |
0.1 ≤ price < 0.2 | 0.001 | 0.0005 | 0.0002 | 0.0001 | 0.0001 | 0.0001 |
0.2 ≤ price < 0.5 | 0.002 | 0.001 | 0.0005 | 0.0002 | 0.0001 | 0.0001 |
0.5 ≤ price < 1 | 0.005 | 0.002 | 0.001 | 0.0005 | 0.0002 | 0.0001 |
1 ≤ price < 2 | 0.01 | 0.005 | 0.002 | 0.001 | 0.0005 | 0.0002 |
2 ≤ price < 5 | 0.02 | 0.01 | 0.005 | 0.002 | 0.001 | 0.0005 |
5 ≤ price < 10 | 0.05 | 0.02 | 0.01 | 0.005 | 0.002 | 0.001 |
10 ≤ price < 20 | 0.1 | 0.05 | 0.02 | 0.01 | 0.005 | 0.002 |
20 ≤ price < 50 | 0.2 | 0.1 | 0.05 | 0.02 | 0.01 | 0.005 |
50 ≤ price < 100 | 0.5 | 0.2 | 0.1 | 0.05 | 0.02 | 0.01 |
100 ≤ price < 200 | 1 | 0.5 | 0.2 | 0.1 | 0.05 | 0.02 |
200 ≤ price < 500 | 2 | 1 | 0.5 | 0.2 | 0.1 | 0.05 |
500 ≤ price < 1 000 | 5 | 2 | 1 | 0.5 | 0.2 | 0.1 |
1 000 ≤ price < 2 000 | 10 | 5 | 2 | 1 | 0.5 | 0.2 |
2 000 ≤ price < 5 000 | 20 | 10 | 5 | 2 | 1 | 0.5 |
5 000 ≤ price < 10 000 | 50 | 20 | 10 | 5 | 2 | 1 |
10 000 ≤ price < 20 000 | 100 | 50 | 20 | 10 | 5 | 2 |
20 000 ≤ price < 50 000 | 200 | 100 | 50 | 20 | 10 | 5 |
50 000 ≤ price | 500 | 200 | 100 | 50 | 20 | 10 |