22 September 2015

Co-Authors

Anish Puaar

Associate    

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 our universe dropped 22 bps m/m (-118 bps y/y) in August, to 5.94%. Together these venues executed €5.32 billion per day last month, down 2.34% m/m (+41.12% y/y). Consolidated turnover rose by 1.26% m/m (+69.05% y/y), to €89.6 billion daily (see “The Numbers” table, next page).... Continue Reading

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