19 December 2014

Co-Authors

Anish Puaar

Associate    
 

Andrew Upward

Vice President    
 

Justin Schack

Managing Director    
 

Alex Kemmsies

Associate    

Rosenblatt Securities Inc.    
New York +1 212 607 3100    

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


Market share for the 19 dark pools in Rosenblatt’s universe edged down 4 bps m/m in November (+25 bps y/y), to 6.01% of consolidated pan-European turnover. Together these venues executed €4.6 billion per day last month, off 8.29% m/m (+27.86% y/y). Pan-European activity also fell, but at a lesser rate of 7.7% m/m (+22.6% y/y), to €76.3 billion per day (see “The Numbers” table, next page).... Continue Reading

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