Anyone else finding European market liquidity a bit…thin lately?
Been trading European equities, mostly DAX and some FTSE majors, for a while now and I’m genuinely wondering if anyone else has noticed a distinct shift in liquidity post-summer. Execution on larger blocks, even for relatively liquid names, feels sluggish, and I’ve been getting some surprisingly wide spreads on entry/exit, even during peak European hours. My current prime broker used to be rock solid, but lately, I’m seeing some slippage that makes me question if it’s just my setup or a broader market phenomenon. Not talking about flash crashes here, just a persistent, almost imperceptible drag. It's making position sizing a bit of a headache, especially for any scalping or shorter-term swing trades. Any thoughts on whether this is specific to certain exchanges, or just a general tightening across the board? Or perhaps I just need to get my eyes checked after staring at charts for too long.