Execution Characteristics for the Asian Markets 2016

Average TouchSize vs Daily Volume (bps) and Average Trade Size (USD) for the Developed and Emerging Asian Markets


Avg Daily Turnover and APAC Composite Cost Index for Jan '15 - Jun '16

Average Daily Turnover (USD Bn) for Jan-Jun '15 & '16 and APAC Composite Cost Index for Dec '13 - Jun '16


Impact Costs for the Asian Markets Dec'12 - Jun'16

Impact Cost is based on the Credit Suisse EDGE pre-trade model and assumes a trade size of 1% ADV and a participation rate of 10%.  It indicates the additional price that traders have to pay due to market slippage.


Bid/Ask Spread for the Asian Markets Dec’12 – Jun’16

Bid/Ask Spread for the Developed and Emerging Asian Markets Dec’12 – Jun’16


Asia Daily Turnover and Avg Market Cap '09 - '16

Daily turnover and average market capacity for Asian markets compared to U.S.


Open/Close Volume for the Asian Markets May/Jun '16

*India close volume represents last 30 mins of trading
*Hong Kong close volume represents last 1 min of trading


Asia Market Activity '15-'16

Annual Turnover Ratio and Index Weight (MSCI Asia Pacific) for the Asian Markets


Intraday Volatility: S&P vs Russell

Price change in 30 min interval for 2014, 2015 and 2016