22 November 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

“Ooh, give me how it was A place under the sun Before the devil made me run” —Joshua Tillman, 2012 (“Nancy From Now On,” from the Father John Misty album Fear Fun)


Dark pools executed approximately 15.35% of US equity volume last month, up 54 bps from September’s 14.81% (adjusted from 14.73%). Dark-pool average daily volume increased 1.17% m/m, to 922.0 mn shares, as consolidated ADV dropped 2.40% m/m... Continue Reading

 

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