Equities LiquidityMatrix April 2016
Date:
May 12, 2016
Research Type:
Liquidity Matrix
Executive Summary
Every month, TABB Group’s Equities LiquidityMatrix™ provides the industry with metrics from more than 20 ATS/SDPs, including stock capitalization distribution, block and demi-block % (shares & notional), midpoint %, and inside NBBO %, as well as a breakdown of exchange market share. In April 2016, off-exchange volume increased month-over-month from 36.8% to 37.4%, the highest since November 2013. During the same period, the VIX average close decreased to 14.3, the lowest since May 2015. Industry volume decreased 8% MoM to 7.1 billion shares and TABB–reported ATS/SDP volume decreased 7% MoM.
Areas of Interest
- Equities
USD $5,000.00