November 24, 2010

Co-Authors

Justin Schack

Director

Joe Gawronski

President and COO

Rosenblatt Securities Inc.
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LET THERE BE LIGHT
Rosenblatt’s Monthly Dark Liquidity Tracker - European Edition

 

European dark pools gained market share in October, as volatility declined. The 13 non-displayed venues in our universe executed 2.29% of consolidated pan-European value traded last month, up slightly from 2.19% in September. Aggregate turnover for the pools we track was €1.54 billion per day, up 17.17% month-to-month. Consolidated value traded grew at a slower rate of 11.63%, to €67.12 billion per day (see “The Numbers” chart on page 2).

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