NYSE introduces Daily U.S. Equity Market Statistics Report

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.

You can find the statistics report below the Daily U.S. Market Update. The report contains a series of tables and charts. The focus chart changes each day, but all charts and tables are accessible by scrolling below the charts and tables and clicking on one of the five dots below the charts.

All charts and tables always show data covering the most recent trading day, the last five days, one month and three months for stocks in the S&P 500, S&P 400 and S&P 600. Statistics for the top 25 ETFs by trading volume over the past year are available for the Market Liquidity Index, Liquidity Coverage, Spreads and Quote Volatility. Below is an overview of the report: