NYSE has updated its NYSE Auction Graphical Interface to include three months of open auction imbalance data, providing investors with insight into liquidity opportunities in the NYSE Open Auction.
The latest update to the NYSE Research page offers insight into recent trading and market quality trends in the U.S. equity market highlighting key liquidity, volume and volatility metrics.
In this analysis, we highlight the dollar cost saving for imbalance-offsetting auction orders and the likelihood of such orders being executed at favorable auction price.
Trading options contracts on expiration day, also known as short-dated options, averaged more than 40% of SPY options volume in 2023. When Wednesday expirations were added to five ETFs1 in November 2023, short-dated trading has gained market share in ...
To enhance visibility and understanding of the Closing Auction process, NYSE has introduced a graphical interface with a trailing three months of closing imbalance feed historical data for the 1,000 largest daily Closing Auctions.
Actively managed ETPs now account for 1/3 of all U.S. ETP listings, accounting for 6.5% of AUM and 22.5% of fund flows in 2023. Futures-based Crypto ETP activity grew as the year progressed, likely in anticipation of the 11-Jan-2024 launch of cash .. ...
In this analysis, we leverage NYSE's rich auction imbalance data to better understand market impact in and around the closing auction and provide insights on relationships among order sizes, market impact, and trading costs.
PIMCO's Active Bond ETF (NYSE: BOND) recently transferred to the NYSE. Since the transfer, intra-day liquidity has improved, and auctions have experienced better pricing compared to key benchmarks.
U.S. listed equity options offer customers a wide array of market models to meet different investors' and firms' needs. NYSE American and NYSE Arca, now both trading on NYSE's world class Pillar Matching engine, cover the two main market models.