Daily Share Trading Liquidity

  LSE Monthly ADTV* (shares) OTC** Monthly ADTV* (shares) Total (shares) LSE Monthly ADTV* (GBP '000) OTC** Monthly ADTV* (GBP '000) Total (GBP '000)
Jan-20 38,998 57,044 96,042 333 493 826
Feb-20 38,330 20,309 58,639 293 152 445
Mar-20 54,606 39,186 93,792 287 203 490
Apr-20 46,844 58,471 105,315 214 274 488
May-20 30,238 26,122 56,360 129 112 241
Jun-20 51,751 63,424 115,175 250 305 554
Jul-20 54,319 48,812 103,131 229 204 433
Aug-20 53,924 31,503 85,426 205 120 325
Sep-20 119,481 124,145 243,626 439 454 893
Oct-20 37,670 65,720 103,389 148 252 401
Nov-20*** 62,999 164,560 227,559 286 754 1,040
YTD Average*** 53,560 63,572 117,132 256 302 558

 

2019

  LSE Monthly ADTV* (shares) OTC** Monthly ADTV* (shares) Total (shares) LSE Monthly ADTV* (GBP '000) OTC** Monthly ADTV* (GBP '000) Total (GBP '000)
Jan-19     23,845 21,722 45,567 250 227 477
Feb-19 48,695 21,473 70,169 546 238 784
Mar-19 55,508 110,522 166,029 597 1,185 1,783
Apr-19 103,526 36,692 140,218 1,067 381 1,449
May-19 161,308 130,045 291,353 1,582 1,288 2,870
Jun-19 80,710 67,045 147,755 830 691 1,521
Jul-19 93,946 39,457 133,403 960 404 1,364
Aug-19 68,356 28,060 96,416 694 283 977
Sep-19 28,529 25,865 54,394 291 263 554
Oct-19 25,168 20,611 45,779 248 205 453
Nov-19 42,080 32,209 74,289 409 318 726
Dec-19 59,450 34,703 94,152 552 324 876
YTD Average   65,927 47,367 113,294 669 484 1,153

 

* ADTV – average daily trading volume.
** OTC volume – volume of the over-the-counter trades, calculated as sum of volumes for the following exchanges: Blockmatch, CBOE BXE Europe Equities, CBOE CXE Europe Equities,  ITG Posit, Liquidnet, Turquoise, Sigma X MTF, UBS MTF and off-exchange transactions.

*** As of 30 November 2020.