26 October 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 grew 15 bps m/m (-66 bps y/y) in September, to 6.09%. Together these venues executed €5.15 billion per day last month, down 3.25% m/m (+14.86% y/y). Consolidated turnover declined 5.61% m/m (+27.33% y/y), to €84.5 billion daily (see “The Numbers” table, next page).... Continue Reading

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