Options LiquidityMatrix July 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. US listed options volume fell to a 14-month low in July as domestic stocks’ post-Brexit recovery soothed investors’ fears. Options volume in the month totaled 308.9 million contracts, 16% lower than June’s volume and 19% below the year-ago July.