22 December 2015

Co-Authors

Anish Puaar

Associate    

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 our universe climbed 43 bps m/m (+18 bps y/y) in November, to 6.19% of pan-European consolidated turnover. Together these venues executed €5.24 billion per day last month, down 8.37% m/m (+14.17% y/y). Consolidated turnover dropped by a greater margin of 14.67% m/m (+10.85% y/y), to €84.6 billion daily (see “The Numbers” table, next page).... Continue Reading

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