Options LiquidityMatrix January 2019
After a strong 2018, the option industry experienced a slowdown in volume in January. A trend that did remain is the distribution of volume to the secondary market groups from the largest ones. 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.