Equities LiquidityMatrix November 2018

Author(s):
Larry Tabb
Date:
January 8, 2019
Research Type:
Liquidity Matrix
Executive Summary

Exchange volume was down 9.3% in November from October but still approximately 10% above the November 2018 year-to-date average. The VIX remained above historic norms for both October and November, with an average closing value of 19.4. In hindsight, November represented the calm after the October market top and before the early December storm. TABB’s exclusive Equities LiquidityMatrix consolidates monthly industry metrics from exchanges, Trade Reporting Facilities (TRFs), Alternative Trading Systems (ATSs) and Single-Dealer Platforms (SDPs).

Areas of Interest
  • Equities
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