Equities LiquidityMatrix October 2016
Date:
November 21, 2016
Research Type:
Liquidity Matrix
Executive Summary
Every month, TABB Group’s Equities LiquidityMatrix™ provides the industry with metrics from 25 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. Industry average daily volume decreased 10% month-over-month in October 2016 to 6.4 billion shares, the lowest October volume since October 2013. TABB-reported ATS/SDP volume decreased 3% month-over-month. In Oct-2016, NYSE became the single largest liquidity pool with 13.3% market share.
Areas of Interest
- Equities
USD $5,000.00