20 September 2016

Co-Authors

Justin Schack

Managing Director    
 

Alex Kemmsies

Vice President    

Rosenblatt Securities Inc.    
New York +1 212 607 3100    

LET THERE BE LIGHT
Rosenblatt’s Monthly Dark Liquidity Tracker

“When the sun comes shining through lighting up what’s left of you” —Susan Tedeschi, 2015 (“Don’t Know What it Means,” from the Tedeschi Trucks Band album “Let Me Get By”)


Dark pools executed 16.99% of US equity volume last month, up 25 bps from July’s 16.74% (adjusted from 16.58%). Dark-pool average daily volume decreased 6.04% m/m, to 1.0bn shares, while consolidated ADV fell 7.45%... Continue Reading

 

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