22 September 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

“This is how you make yourself vanish into nothing” —Jason Isbell, 2015 (“24 Frames” from the album Something More Than Free)


Dark pools executed approximately 14.96% of US equity volume last month, down 5 bps from July’s 15.01% (adjusted from 14.84%). Dark-pool average daily volume fell 1.97% m/m, to 885.1mn shares, as consolidated ADV dropped 1.62% m/m... Continue Reading

 

more let there be light »