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US Securities Volumes

May 2, 2019

• Volumes fell across the board, as the VIX average daily close dipped 10.61% m/m (-29.11% y/y), to 12.95.
• Equity ADV dropped 12.49% m/m (0.52% y/y) to 6.60 billion; Year-to-date ADV is down 1.10% compared to the same period last year.
• Off-exchange venues gained the most market share (+248 bps m/m); NYSE (-136 bps m/m) and Nasdaq (-69 bps m/m) lost the most.
• Block trading fell 9 bps m/m, to 9.38% of total equities volume.
• ETP ADV slid 17.96% m/m (7.89% y/y) to 1.22 bn, accounting for 18.53% of equity ADV (-123 bps m/m).
• Equity-options ADV declined 5.67% m/m (-3.18% y/y), to 16.4 million; Year-to-date ADV is off 9.57% compared to the same period last year.
• In equity options, MIAX Emerald gained the most market share (+78 bps m/m); NYSE American (-70 bps m/m) and Cboe (-66 bps m/m) lost the most.
• Index-options ADV dropped 11.25% m/m (-17.60% y/y), to 1.66 million.

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