Options LiquidityMatrix June 2016

The TABB Options LiquidityMatrix™ analyzes the 14 U.S. options exchanges on a monthly basis in addition to the industry as a whole. Metrics include market share, market quality, average spread, average trade size, and volume breakdown for all options and penny options. Listed options volumes soared last month as the United Kingdom decided to leave the European Union after a widely followed referendum on June 23. US listed options volume totaled 367.6 million contracts, 18% higher than May’s volume and 9.9% higher than the year-ago June.