Equities LiquidityMatrix December 2017
In December 2017, industry average daily volume decreased 3% month-over-month, to 6.4 billion shares. Overall, full-year 2017 had an average daily volume of 6.5 billion shares, the lowest since 2014. Meanwhile, the VIX average close decreased month-over-month, from 10.5 to 10.3, in December 2017. 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.