Market Dynamics - Overview

FIF monitors changes to U.S. equity and options markets as a result of structural, technological and regulatory changes. Collection of U.S. statistical data began in March 2007 when automated execution centers including NYSE Hybrid came into effect as a result of Regulation NMS. The FIF Market Dynamics Report covers average trade size based on NYSE and NASDAQ volume statistics, OTC market share of NMS securities and self-help declarations based on NASDAQ system messages (duration and number of instances). In January 2010, FIF started collecting OCC volume statistics and in July 2010, FIF started monitoring NASDAQ and NYSE Stock Circuit Breakers. Market Share statistics are shown on the FIF Market Share webpage.

Executive Summaries

October 2015 Market Dynamics Executive Summary

Posted Nov 18, 2015

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