Open/Close Volume for the Asian Markets May/Jun ’16
https://alaricsecurities.com/openclose-volume-asian-markets/
*India close volume represents last 30 mins of trading *Hong Kong close volume represents last 1 min of trading
Asia Market Activity ’15-’16
https://alaricsecurities.com/asia-market-activity/
Annual Turnover Ratio and Index Weight (MSCI Asia Pacific) for the Asian Markets
Average Bid-Ask Spreads for Developed and Emerging Countries
https://alaricsecurities.com/average-bid-ask-spreads-developed-emerging-countries/Intraday Volatility: S&P vs Russell
https://alaricsecurities.com/intraday-volatility-sp-vs-russell/
Price change in 30 min interval for 2014, 2015 and 2016
Volatility and Correlation Jan ’13 – Jul ’16
https://alaricsecurities.com/volatility-and-correlation/
S&P 1-month correlation and number of trading days with intraday SPX moves>2%
ETF Percentage of All US Trading
https://alaricsecurities.com/etf-percentage-us-trading/
Percentage of all U.S. trading for the period of January 2014 – July 2016
Global Volumes: YoY Change in $Value Traded by Country
https://alaricsecurities.com/global-volumes-yoy-change-value-traded-country/
U.S. average daily volume YoY (bn shares) and global average daily $notional traded YoY ($bn)
Exchange Market Share Over Time
https://alaricsecurities.com/exchange-market-share-time/
It is common to see off-exchange volume inversely related to volatility. When volatility is high, traders are less willing to take on risk and value immediacy. Market-makers offer immediacy on exchanges.
Overnight Moves in the SPX and Russell 2000 Indexes
https://alaricsecurities.com/overnight-moves-spx-russell-2000-indexes/ETF investors return after fleeing ahead of Brexit
https://alaricsecurities.com/etf-investors-return-fleeing-ahead-brexit/
Prior to the UK referendum, ETF investors were withdrawing funds exposed to Europe with net consecutive outflows totalling almost $5bn. However since Brexit, German exposed funds’ strong daily inflows have led a reversal. Brexit vote ...