Equities LiquidityMatrix April 2017

Author(s):
Valerie Bogard
Date:
May 24, 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 April 2017, the VIX average close increased to 13.1 in April 2017, the highest monthly VIX average close since Nov-16, while industry average daily volume decreased 5% month-over-month to 6.6 billion shares. TABB-reported ATS/SDP volume decreased 4% MoM.

Areas of Interest
  • Equities
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