FINRA OTC Volume Reporting & Block Trading Statistics for January 2017
A review of the most recent FINRA ATS block-trading statistics for January 2017, including highlights of the overall trends of block volume and ATS total volume. Luminex had the highest rank for ATS Average Trade Size in the categories 10K shares and above, and 10K shares and $200K combined.
FINRA OTC Volume Reporting & Block Trading Statistics for December 2016
FINRA data is a widely used for measuring liquidity and volume executed off-exchange, especially volume traded in ATS venues. Below are FINRA ATS block trading statistics for December 2016, including data highlighting the growth in the Luminex average trade size across the three main categories...
While clients ask us about volume and execution size on a regular basis, we find that proprietary statistics, like Same-Side Percentage and Average Top Quantity, provide more insight into the trading experience at Luminex and the overall growth of the pool. We review those metrics in this article.