24 July 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

“Light ended the night But the song remained” —Robin Pecknold, 2017 (“Third of May/Odaigahara” from the Fleet Foxes album Crack-Up)


Dark pools executed 14.48% of US equity volume last month, down 120 bps from May’s 15.68% (adjusted from 15.75%). Dark-pool average daily volume fell 0.81% m/m, to 1.05bn shares, as consolidated ADV grew 7.41% m/m... Continue Reading

 

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