October 28, 2010

Co-Authors

Justin Schack

Director

Joe Gawronski

President and COO

Rosenblatt Securities Inc.
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LET THERE BE LIGHT
Rosenblatt’s Monthly Dark Liquidity Tracker - European Edition

 

European dark pools grew volumes significantly in September but lost a bit of market share to other venues, as consolidated trading activity expanded at a faster pace. The 13 pools in our universe executed €1.31 billion per day last month, up 10.66% from August. But consolidated European value traded grew by 13.34%, to €60.12 billion per day. Consequently, the dark pools we track lost five basis points of market sharemonth-to-month, registering 2.19% of total value traded in September.

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