22 November 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 increased 47 bps m/m (+32 bps y/y) to an estimated 8.80% of pan-European consolidated turnover in October. This includes the 19 venues that provide us with volume data plus our estimates for broker crossing networks that do not report to us. Together these platforms executed approximately €7.19 billion per day last month, up 12.07% m/m (-14.47% y/y). Consolidated turnover rose by 6.06% m/m (-17.61% y/y), to €81.7 billion daily (see “The Numbers” table, next page).... Continue Reading

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