18 May 2017

Co-Authors

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

“I was bright as the sun Then Saskatchewan Then I laid low like the tide Then Bay of Fundy high” —Leslie Feist, 2017 (“Get Not High, Get Not Low” from the Feist album “Pleasure”)


Dark pools executed 15.41% of US equity volume last month, up 57 bps from March’s 14.84% (adjusted from 14.81%). Dark-pool average daily volume slipped 1.21% m/m, to 1.01bn shares, as consolidated ADV fell 4.88% m/m... Continue Reading

 

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