23 September 2014

Co-Authors

Andrew Upward

Vice President    

Justin Schack

Managing Director    

Alex Kemmsies

Associate    

Rosenblatt Securities Inc.    
New York +1 212 607 3100    

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


Market share for the 19 dark pools in Rosenblatt’s universe fell 18 bps m/m in August (+6 bps y/y) to 6.65% of consolidated pan-European turnover. Aggregate dark-pool turnover in our universe fell 11.5% m/m (+17.5% y/y), to €3.8 billion per day, while total pan-European trading fell 9.1% m/m (+16.4% y/y) to €56.7 billion per day... Continue Reading

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