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US Securities Volumes

February 4, 2020
  • Volumes rose across the board compared with December, as the VIX average daily close inched up 1.34% m/m (-28.77% y/y), to 13.94.
  • Equity ADV rose 11.14% m/m (-1.92% y/y), to 7.62 billion.
  • Off-exchange venues gained 53 bps of market share m/m, to a record high 39.89%, as NYSE lost 106 bps.
  • Block market share increased 22 bps m/m, to 9.55% of total equities volume.
  • Closing prints accounted for 8.96% of equities volume last month, down 260 bps m/m.
  • 24.18% of closing volume occurred off-exchange, off 128 bps from December’s record 25.46%.
  • ETP ADV surged 19.61% m/m (-12.31% y/y) to 1.47 bn, or 19.30% of equity ADV (+137 bps m/m).
  • Equity-options ADV spiked 26.21% m/m (+25.73% y/y), to a record 22.5 million.
  • In equity options, Nasdaq ISE (+69 bps m/m), Cboe BZX (+67 bps m/m), MIAX (+50 bps m/m) and Nasdaq GEMX (+50 bps m/m) gained the most market share; Nasdaq PHLX (-319 bps m/m) lost the most.
  • Index options ADV climbed 13.72% m/m (-4.50% y/y), to 2.03 million.

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