You have been granted access to this page through First Click Free. Subsequent use of TabbFORUM will require logging in. If you don't have an account, registration is free.

Videos

  • Rail_thumb_ronan

    IEX's Ronan Ryan Stirs 'Flash Boys' Debate

    Ronan Ryan, one of the central characters from Michael Lewis's popular book 'Flash Boys,' joined TradeTech in Paris via Skype connection. Richard Balarkas, CEO of Quendon Consulting, ...
     
  • Rail_thumb_joesouth

    The Benefits of a Modern Information Architecture

    Given the limitations of legacy systems, intensifying regulatory reporting demands are becoming increasingly burdensome, often requiring extensive manual intervention to aggregate data across silos. As a ...
     
  • Rail_thumb_lansing

    KYC: The Other Counterparty Risk

    It’s time to redefine “KYC.” In the past, firms’ know-your-counterparty efforts have focused on meeting compliance requirements, resulting in ad hoc solutions to each new ...
     
 

More Video | Podcasts

Advertisement

21 March 2014

Equities LiquidityMatrix™

TABB's Equities LiquidityMatrix is a monthly publication consolidating metrics from exchanges, Trade Reporting Facilities (TRFs), Alternative Trading Systems (ATSs) and Single-Dealer Platforms (SDPs).

The statistics include month-over-month SRO market share and the following self-reported statistics from ATSs and SDPs: (1) average daily volume; (2) stock capitalization distribution; (3) block and demi-block percentage based on shares/notional value; and (4) average trade size.



ATS and SDP Volumes Drop 4% Amid Industry Volume Increase

Industry volumes increased for the second consecutive month to reach the highest volume since June 2013, increasing 1% month over month. LavaFlow ECN completed its migration back to the Alternative Display Facility (ADF) on Feb. 18, 2014, giving ADF volume for the first time in nearly four years (April 2010). February 2014 also marked the first month following the BATS-DirectEdge merger, with the combined volume representing 20% of the industry. Reported dark pool volume decreased by 4% from January to February 2014.



Equities LiquidityMatrix Historical Downloads

You can download archived LiquidityMatrix data as a PDF file. Use the drop-down to select year and month.



For more information of TABB Group's Equities LiquidityMatrix, please contact equitiesliquiditymatrix@tabbgroup.com.

Don't miss our Options LiquidityMatrix!


 

Add a Comment

You must log in to comment.