Equities LiquidityMatrix March 2017

Author(s):
Valerie Bogard
Date:
April 18, 2017
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. In March 2017, industry average daily volume remained flat, at 6.9 billion shares, while TABB-reported volume decreased 6% month-over-month. The VIX average close increased to 11.9 in March 2017 after hitting a 10-year low in February 2017 of 11.5.

Areas of Interest
  • Equities
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