2024 Liquidity Report

“`html

Product Information

Specifications

• Product Name: NZX Liquidity Report
• Publication Date: August 2024
• Contact: p +64 4 471 4390 | e data@nzx.com | w nzx.com

Product Usage Instructions

S&P/NZX 50 Index Performance

The report provides the performance of the S&P/NZX 50 Index
over the last 6 months, showing index values in NZD.

Traded Value and On-Market % by Month

This section displays the value traded in billions and the
percentage split between on-market and off-market trades.

On-Market Average Trade Size and % by Month

Here, you can find information on the average on-market trade
size and its percentage by month.

Cumulative Traded Value: 2020 – 2024 YTD

This section provides a cumulative overview of traded values
from 2020 to 2024 year-to-date.

Participant Market Share of Value Traded

Details the market share of participants in value traded,
showing percentages over different periods.

Value Traded by Product Type

Shows the distribution of value traded among different product
types like Debt, Funds, and Equity.

Disclaimer

The information provided in this report is for general
informational purposes only and should not be considered as
investment advice.

FAQs

Is this report suitable for making investment decisions?

No, this report is intended for general information purposes and
does not constitute investment advice.

How often is this report updated?

The report is published monthly with the latest data available
for that period.

“`

NZX Liquidity Report
August 2024

August 2024
p +64 4 471 4390 e data@nzx.com w nzx.com

NZX Liquidity Report

p. 2

S&P/NZX 50 Index Performance – last 6 months

Index value (NZD) $14,000 $12,000 $10,000 $8,000 $6,000 $4,000 $2,000 $0 March

April

May S&P/NZX 50 Index Gross

June

July

S&P/NZX 50 Price Index

August

Traded Value and On-Market % by Month
Value Traded (Billions)
$6 $5 $4 $3 $2 $1 $-

On-Market Value Traded

Off-Market Value Traded

On Market %

On-Market %
80% 70% 60% 50% 40% 30% 20% 10% 0%

NZX Liquidity Report

p. 3

On-Market Average Trade Size and % by Month
Avg On-Market Trade Size $3,500 $3,000 $2,500 $2,000 $1,500 $1,000 $500 $0

On-Market % 80.0% 70.0% 60.0% 50.0% 40.0% 30.0% 20.0% 10.0% 0.0%

Billions

Avg On-Market Trade Size On Market %
Cumulative Traded Value: 2020 – 2024 YTD
$60

$50

$40

$30

$20

$10

$0

January February March

April

May 2020

June 2021

July

August September October November December

2022 2023 2024

Value Traded (Billions)
$5 $4 $3 $2 $1 $0

Wholesale & Retail Value Traded

Retail %
25% 20% 15% 10% 5% 0%

Wholesale Value Traded

Retail Value Traded

Retail %

NZX Liquidity Report

p. 4

Participant Market Share of Value Traded

8

7

30%

31%

30%

33%

29%

31%

6

27%

30%

27%

28%

28%

27%

5

15%

16%

21%

14%

18%

18%

4

14%

11%

10%

11%

11%

10%

3

11%

9%

9%

11%

10%

9%

2

2%

3%

2%

2%

2%

3%

1

1%

2%

1%

1%

2%

2%

0
Mar-24

Apr-24

May-24

Jun-24

Jul-24

Aug-24

Participant Market Share of On Market Value Traded

33%

33%

37%

35%

32%

33%

20%

20%

17%

20%

21%

19%

16%

18%

16%

16%

18%

18%

13%

12%

13%

14%

12%

12%

13%

10%

12%

10%

11%

10%

3%

4%

3%

3%

4%

4%

2%

2%

2%

2%

3%

3%

Mar-24

Apr-24

May-24

Jun-24

Jul-24

Aug-24

8 Participant Market Share by On Market Percentage

7

100%

100%

100%

100%

100%

100%

6

93%

88%

97%

97%

99%

95%

5

75%

76%

90%

81%

70%

77%

4

72%

73%

76%

69%

67%

68%

3

69%

72%

76%

65%

59%

67%

2

61%

69%

50%

58%

57%

66%

1

49%

42%

38%

44%

44%

43%

0
Mar-24

Apr-24

May-24

Jun-24

Jul-24

Aug-24

NZX Liquidity Report

p. 5

Value Traded by Product Type
100% 90% 80% 70% 60% 50% 40% 30% 20% 10%
p. 5 0%
Debt Funds Equity

Value Traded (Millions)
$350 $300 $250 $200 $150 $100 $50
$0

Funds Value Traded & Trade Count

Number of Trades (Thousands)
50 45 40 35 30 25 20 15 10 5 –

Value Traded Number of Trades

The information contained in this report is provided as a guide only and intended for general information purposes. The information in this report does not constitute investment advice.
Any representation or statement expressed in this report is made in good faith on the basis that NZX Limited (NZX) or any of its related companies is not able to be liable in respect of such representation or statement arising in any way including from any error or omission. This information should not be relied upon as a substitute for detailed advice from an authorised financial adviser. NZX does not guarantee the accuracy and/or completeness of the information in this report, or the accuracy of third-party information in this report. NZX assumes no responsibility to update this report after publication. Except for any liability which cannot be excluded, NZX, its directors, officers, employees and agents disclaim all liability for any error, inaccuracy or omission, or any loss suffered through relying on this report.
Copyright © NZX Limited

Read User Manual Online (PDF format)

Read User Manual Online (PDF format)  >>

Download This Manual (PDF format)

Download this manual  >>