As liquidity becomes more fragmented and execution behaviour varies widely across venues, execution intelligence is becoming a core competitive edge for FX trading desks. Traders increasingly rely on real-time signals such as fill ratios, markouts, reject patterns and timing analytics to understand where genuine liquidity resides- and when to avoid unnecessary slippage. This session explores how buy-side desks are building practical execution-intelligence frameworks that unify data across RFQ, streaming and algo workflows, how LPs are adapting pricing and responsiveness, and how enhanced analytics are driving smarter routing decisions. Speakers will examine what “good” liquidity looks like today, how to benchmark LP performance, and which intelligence tools genuinely improve execution outcomes.