24 November 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 32 bps m/m (-67 bps y/y) in October, to 5.77% of pan-European consolidated turnover. Together these venues executed €5.72 billion per day last month, up 11.06% m/m (+14.27% y/y). Consolidated turnover grew by a greater margin of 17.28% m/m (+27.56% y/y), to €99.1 billion daily (see “The Numbers” table, next page).... Continue Reading

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