ADX Market Structure
As of Fri, Jul 3, 2026
Trending Tracker
How market structure evolved over 6 trading days (Jun 26 to Jul 3): liquidity, volatility, breadth, and order flow.
Liquidity over time
Daily traded value across the trading week, 6 daily observations
Liquidity concentration
Top-5 names as a share of value (HHI 773 to 867)
Breadth over time
Advancers and decliners per day. Decliners lead most of the week; advancers cross above into Friday's close.
Volatility leaders
Realized annualized volatility, 5-day window
GHITHA
64%
HAYAH
60%
QUANTM
52%
INB
51%
ESG
49%
EASYLEASE
46%
ORAS
44%
IH
37%
Index-level Parkinson volatility (annualized): avg 10.9% across 17 FTSE ADX indices.
Order flow, broker concentrationQ1 2026, quarterly
Buy/sell split is not published, so we track concentration and market-maker share.
1,075
Broker HHI
65.7%
Top-5 brokers
16.4%
Market-maker
19,471
New accounts
EFG Hermes UAE
18.9%
International Securities
15.9%
Arqaam Securities
15.4%
BHM Capital
8.8%
Q Market Maker
6.7%
Emirates NBD Securities
5.8%
Al Ramz Capital (market making)
4.5%
Al Ramz Capital (brokerage)
4.0%
Amber marks market-making desks. The 16.4% market-maker share is measured across all members; the top 8 by value are shown.
Sector rotation
Share of daily traded value by sector; each day stacks to 100%. Legend shows the latest-day share.