Australian Block Market Share report – May
With the expertise of our Quantitative Analytics team, we compile a monthly report on Australian block market share – to give consistent and transparent data to share key insight in the Australian market.
Overall Block Market Share (May 2024 versus 12-month rolling average)
Liquidnet internal data. As of May 2024. 12-month rolling average June 2023 – May 2024, post new entrants launching. Source: Refinitiv, ASIC. Note: Only above ASIC tier blocks included. All blocks were traded between 10am and 4:11pm. Blocks at open/prev. close prices were excluded. ETF trades are excluded.
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Solid volumes of $8B/day; 12-month daily average of $7.7B
Average of 170 blocks/day versus 12-month average of 162 (-16.5%)
Market share variance across Top 5 brokers: 7.8% to 19.1%
Methodology
We have used ASIC definitions of a block (according to Tiers) instead of an arbitrary dollar value, and then cleaned the data by only incorporating blocks between 10:00 - 16:11. Any blocks done at PDC or open prices are also excluded. ETF trades are excluded.
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