# Commission Delegated Regulation (EU) 2016/908 of 26 February 2016 supplementing Regulation (EU) No 596/2014 of the European Parliament and of the Council laying down regulatory technical standards on the criteria, the procedure and the requirements for establishing an accepted market practice and the requirements for maintaining it, terminating it or modifying the conditions for its acceptance (Text with EEA relevance), Article 5: Impact on market liquidity and efficiency

Extent: E+W+S+N.I.

In determining whether a market practice proposed to be established as an AMP complies with the criterion set out in point (c) of Article 13(2) of Regulation (EU) No 596/2014, competent authorities shall assess the impact the market practice has on at least the following elements:
(a) volume traded;
(b) number of orders in the order book (order depth);
(c) speed of execution of the transactions;
(d) volume weighted average price of a single session, daily closing price;
(e) bid/offer spread, price fluctuation and volatility;
(f) regularity of quotations or transactions.

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Source: https://www.legislation.gov.uk/eur/2016/908/article/5 (the official version)
Page: https://openlegislation.uk/eu-regulation-2016-908/article-5
Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.

