Chart 1: Distribution of US ETF trading costs across ETF liquidity buckets
Chart 2: US ETF order sizes by liquidity bucket
Chart 3: Percent of total value traded in each ETF liquidity bucket
Q1 2015 – Q1 2016 US ETF trading data was sourced from the ITG Peer Group Database. Implementation shortfall costs are measured relative to the release to the desk and are expressed in basis points.
Refer to ITG Peer Analytics for information on available ITG Peer Group Database based analytics.