9 December 2016


Anish Puaar

Vice President    

Alex Kemmsies

Vice President    

Justin Schack

Managing Director    

Rosenblatt Securities Inc.    
New York +1 212 607 3100    

November EU Securities Volumes

• 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).

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