24 August 2016

Co-Authors

Anish Puaar

Vice President    

Justin Schack

Managing Director    

Alex Kemmsies

Vice President    

Rosenblatt Securities Inc.    
New York +1 212 607 3100    

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


Dark-pool market share set an all-time high in July, rising 54 bps m/m to an estimated 9.11% of pan-European consolidated turnover (+41 bps y/y). This includes the 19 venues that provide us with volume data as well as our estimates for non-reporting pools. Together these platforms executed approximately €7.07 billion per day last month, down 14.56% m/m (-8.07% y/y). Consolidated turnover dropped by a greater margin of 19.63% m/m (-12.22% y/y), to €77.6 billion daily... Continue Reading

more let there be light »