How Does the “Last Look” Mechanism Function in an RFQ Environment?

"Last look" is a feature where the liquidity provider (LP), after receiving a client's request to trade at the quoted price, has a final, brief opportunity to accept or reject the trade. This is typically done to protect the LP from 'stale' prices caused by high-frequency trading or latency, ensuring they don't trade at a loss due to market movement.

While it protects LPs, it introduces 'information leakage' risk and potential execution uncertainty for the client.

How Does the Concept of ‘Last Look’ Function in Some Non-Public Trading Venues?
What Is the Difference between ‘Last Look’ and ‘Pre-Trade Credit Check’ in Derivatives Trading?
How Does a ‘Firm Quote’ System Differ from a ‘Last Look’ System?
What Is the Regulatory Stance on the Use of ‘Last Look’ in Major Financial Markets?
How Do ‘Firm Quotes’ Eliminate the Possibility of a ‘Last Look’ Rejection?
What Is the Concept of ‘Toxic Flow’ in the Context of Liquidity Provision?
How Does ‘Last Look’ Affect the Latency Requirements for a Trader on an RFQ Platform?
What Is ‘Last Look’ and How Is It Related to the RFQ Trading Model?

Glossar