Options LiquidityMatrix November 2018
Option market volume continued to grow at a record setting pace in November as volatility remained at multi-year high levels. Despite the high volatility, the average bid/offer spread dropped from October to November. TABB Group’s monthly Options LiquidityMatrix™ analyzes the 15 US options exchanges, in addition to broader industry trends. Metrics include market share, market quality, average spread, average trade size, and volume breakdown for all options and penny options.