24 October 2017

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 decreased 30 bps m/m (+70 bps y/y) in September, to an estimated 9.33% of pan-European consolidated turnover. This includes the 16 venues that provide us with volume data plus estimates for broker crossing networks that do not report to us. Together these venues executed roughly €7.12 billion per day last month, up 13.44% m/m (9.18% y/y). Consolidated turnover grew at a faster rate of 17.14% m/m (+0.99% y/y), to €76.4 billion daily... Continue Reading

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