Equities LiquidityMatrix November 2016
Date:
December 19, 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. The US election drove the Industry average daily volume up by 24% month-over-month in November 2016 to 7.9 billion shares, the highest volume seen in the month of November since 2008. In November 2016, TABB-reported ATS/SDP volume also increased 25% month-over-month.
Areas of Interest
- Equities
USD $5,000.00