Liquidity Changes Last Week

Post date: 2025-06-02 10:52:08 GMT

AbleMarkets tracks liquidity in all asset classes

AbleMarkets has developed a novel way to estimate liquidity changes across all financial instruments. It is a unique proprietary research based on Irene Aldridge’s models (see her books High-Frequency Trading, Real-Time Risk and Big Data Science in Finance for additional details).

We are launching a weekly and daily reporting and would love to add value to your investment initiatives.

Liquidity is often indicative of impending institutional activity. Changes in liquidity often summarize behavior of market makers building up inventory for large institutional trades. Negative changes in liquidity may also signal drying out of a market. For example, our research shows that liquidity on now-defunct crypto exchange FTX dried out several months ahead of the FTX collapse.

According to our analysis, on average across all stocks, higher liquidity results in higher returns.

Here are the liquidity highlights across the markets last week:

Top liquidity gains:

• US equity markets: Virginia National Bancshares Corp (VNBC)

• European markets: Ringkjøbing Landbobank A/S (0RPR.IL)

• Asian markets: CDW Holding Limited (BXE.SI)

• Crypto: USD stablecoin USDC-USD

• Futures: Brent Crude oil financial futures

Top liquidity losers:

• US equity markets: VictoryShares US Large Cap High Div Volatility Wtd ETF (CDL)

• European markets: The North American Income Trust plc (NAITL.XC)

• Asian markets: XMH Holdings Ltd. (BQF.SI)

• Crypto: Wrapped Ethereum WETH-USD

For more information or to subscribe to the updates or data, please contact Irene Aldridge, +1 (646) 565-1321, irene@ablemarkets.com