Yes absolutely. The SETS order book (London SE) now runs an intra day auction at 12pm where it limits the amount of info available during the auction. It is a p

Yes absolutely. The SETS order book (London SE) now runs an intra day auction at 12pm where it limits the amount of info available during the auction. It is a price forming auction - it aims to decide a fair price for the stock while limiting information to participants. See: http://www.lseg.com/markets-products-and-services/our-markets/london-stock-exchange/equities-markets/trading-services/domestic-and-european-trading-services/sets/sets-intra-day-auction http://www.lseg.com/markets-products-and-services/our-market...