How do major market events impact order book dynamics? In this Blockworks Roundtable, market practitioners will analyze key metrics such as spread percentages, liquidity depth, order flow imbalances, and more to uncover critical clues for optimal trade timing.

By examining how these indicators shift before and after significant events, listeners will gain early insights into market stress, volatility, and momentum that refine execution and risk management strategies. Designed for both active traders and institutional investors, this Roundtable will show how leveraging advanced, data-driven order book analytics can transform decision-making processes and provide a decisive edge in volatile markets.