FX Liquidity and Market Metrics: Online Appendices 1 and 2

Online appendices for FX Liquidity and Market Metrics (https://ssrn.com/abstract=2912976 or DOI:10.2139/ssrn.2912976). Appendix 1 contains expanded tables and figures. Appendix 2 describes reconciliation and comparison of the CLS settlement data with other sources (BIS and EBS).