May Exchange Highlights: Sub dollar trading, options market share, and more

Discussion in 'Wall St. News' started by ajacobson, Jun 15, 2024.

  1. ajacobson

    ajacobson

    Surge in Sub Dollar Trades, Steady Options Market Share Growth
    Highlights & Recent Developments
    • Stocks priced below $1 accounted for nearly 24% of industry volume in May, up from 12% in April
    • TRF market share reached 47.0% in May, up from 44.5% in April
    • MEMX retail add fill rates in orders placed near the NBBO were 92% in sub-$1 stocks and 96% in stocks priced over $1
    • MEMX Options market share improved to 3.1% of regular electronic volume in May and is tracking at 4.2% month-to-date in June
    • In SPY options, MEMX market share was 4.7% of regular electronic in May and is 5.4% month-to-date in June
    Equities Exchange Highlights

    Sub-$1 volume accounted for over 24% of industry volume in May, up from 12% in April. High sub-$1 activity contributed to high TRF share, which came in at 47.0% in May, up from 44.5% in April.

    [​IMG]
    Six of the top 10 most active stocks in May by share volume traded were priced below $1. The top 10 stocks accounted for 16.4% of industry share volume, but only 2.8% of industry notional value traded.

    [​IMG]
    Much of the activity in sub-$1 stocks was retail. MEMX retail add fill rates in orders placed near the NBBO were 92% in sub-$1 stocks and 96% in stocks priced over $1.

    [​IMG]
    Options Exchange Highlights
    MEMX Options market share was 3.1% of regular electronic volume in May, and continues to improve in June. So far in June, options activity in SPY, QQQ and IWM combined accounted for 33.5% of industry volume. MEMX market share has increased to 5.4% in SPY, 3.8% in QQQ, and 5.5% in IWM month-to-date in June.
     
    EdgeHunter likes this.
  2. traider

    traider

    Is MEMX a new exchange
     
  3. ajacobson

    ajacobson

    Relatively