20 October 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 think I’ll leave her lying there And take a walk, I don’t know where Just bathin’ in the sunlight in my life” —Lukas Nelson, 2016 (“Just Outside of Austin” from the album Lukas Nelson & Promise of the Real)


Dark pools executed approximately 14.73% of US equity volume last month, down 26 bps from August’s 14.99% (adjusted from 14.96%). Dark-pool average daily volume rose 3.93% m/m, to 922.0mn shares, as consolidated ADV climbed 5.74% m/m... Continue Reading

 

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