Equities LiquidityMatrix July 2017

Author(s):
Valerie Bogard
Date:
August 16, 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 July 2017, the VIX average close was 10.3, falling even further from the previous all-time low set a month earlier, in June 2017, of 10.5. Industry average daily volume decreased 17% month-over-month, to 6 billion shares, in July 2017, the lowest average daily shares for the month since August 2014.

Areas of Interest
  • Equities
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