SGX Launches Securities Market Quality Report

Singapore Exchange (SGX) today launched its inaugural Securities Market Quality Report which provides information on trading activity, liquidity, volatility and trading costs on the SGX securities market in 2011. The report considers these factors in the context of the overall securities market as well as according to sub-segments based on large, mid- and small cap stocks.

The report aims to provide a quantitative overview of trading activity and market dynamics to enable investors to better evaluate “market quality” and highlight trading opportunities available on SGX. It is prepared by SGX in conjunction with the Capital Markets Cooperative Research Centre in Australia, and is intended to be a half-yearly report covering 12-month periods ending June and December going forward.

“We hope market participants, especially institutional players, will find this report useful in helping them with their trading decisions on SGX, the world’s most internationalized securities market. We will continue to develop our market through product, microstructure and infrastructure enhancements for the benefit of all participants,” said Mr Nels Friets, Head of Securities at SGX.

Please click here to download the Securities Market Quality Report.