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  • Rail_thumb_bogle

    HFT Here to Stay: Vanguard's Jack Bogle

    Vanguard founder Jack Bogle says high-frequency trading has very little impact on long-term investing in equities and that the markets are better with HFT than without it. He discusses HFT's strengths and ...
  • Rail_thumb_avadhut

    Sell Side’s Risk Pains Are Buy Side’s Gains

    As regulatory capital charges make it more expensive for sell-side banks to hold certain risk, they are anxious to remove that risk from their balance sheets. For buy-side firms looking for higher returns in the ...
  • Rail_thumb_merrin

    Is the Market Rigged? Retail Investors Think So: Merrin

    Whether the market is rigged is not the important question, says Liquidnet CEO Seth Merrin, who notes that the market structure debate is old news within the industry. The real question, he adds, is: Do retail ...

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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

Don't miss our Options LiquidityMatrix!


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