• Turnover and volatility rose in November compared to October, with pan-European
equity ADVT increasing 4.60% m/m (1.07% y/y), to €85.25bn.
• The VSTOXX average daily close gained 14.05% m/m (-3.96% y/y) to 21.92, while
the VFTSE average daily close climbed 12.52% m/m (0.60% y/y), to 16.50.
• Year-to-date equity ADVT of €85.45bn is down 11.30% vs. the same period in 2015,
and down 9.80% vs. the full year 2015.
• SIX Swiss saw the greatest gain in combined lit and dark market share (+101 bps m/m) reaching
9.20%, its highest level since January 2015 (see chart below).
If you wish to see the full article please click here.
more newsletters »