Equities LiquidityMatrix October 2017
Date:
November 20, 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. The VIX average close fell to an all-time low in October 2017, decreasing month-over-month from 10.4 to 10.1, while off-exchange market share increased to 38.8%, the highest off-exchange market share in seven years. Industry average daily volume decreased 2% month-over-month, to 6.1 billion shares, in October, but TABB-reported ATS/SDP volume increased 2%.
Areas of Interest
- Equities
USD $5,000.00