Equities LiquidityMatrix September 2018

With investors back from vacation, we saw modest growth in September in both equities volume and notional, both on a month-over-month and year-over-year basis. Share volume increased 12.3% and value traded increased 12.4% from August 2018, with volume up 6.3% and notional traded up 22.9% over September 2017. Month-over-month, industry trade size increased 11.4 shares per trade in September 2018. TABB Group’s exclusive Equities LiquidityMatrix™ consolidates metrics monthly from exchanges, Trade Reporting Facilities (TRFs), Alternative Trading Systems (ATSs) and Single-Dealer Platforms (SDPs), including average daily volume, average trade size, stock capitalization distribution %, and more.