Market Structure Reports

Back To List
EU LTBL
US LTBL
Canadian Trading Monthly
Monthly ETP Review
Digest
EU Digest
Trading Talk
EU Volumes
US Securities Volumes

US Securities Volumes

June 2, 2020

• The VIX average daily close fell 25.47% m/m (+84.77% y/y), to 30.90.

• Equity ADV dropped 8.34% m/m (+60.28% y/y), to 11.32 billion

• Year-to-date equity ADV is up 55.30% from the same period last year and 61.10% over full-year 2019.

• Off-exchange market share rose 22 bps to a second consecutive monthly record of 41.86%.

• Cboe EDGX (+39 bps m/m) gained the most market share, while NYSE (-38 bps m/m) lost the most.

• Block market share fell 54 bps m/m, to 6.31% of total equities volume.

• Closing prints accounted for 6.14% of equities volume, up 39 bps m/m.

• 21.89% of closing-auction volume occurred off-exchange, down 28 bps m/m

• ETP ADV slid 33.12% m/m (+24.09% y/y), to 1.83 bn, or 19% of total equity ADV (-400 bps m/m).

• Equity-options ADV rose 4.15% m/m (+38.65% y/y), to 25.6 million.

• Year-to-date, equity-options ADV is up 45.09% over 2019-to-date and 43.79% vs. full-year 2019.

• In equity options, NYSE Arca (+371 bps m/m) and MIAX Pearl (+91 bps m/m) posted the biggest market-share gains; Nasdaq ISE (-244 bps m/m) and Cboe BZX (-155 bps) lost the most.

• Index-options ADV slipped 3.50% m/m (-32.77% y/y), to 1.50 million.

Continue Reading

Recent Posts

Back To List