19 December 2016


Anish Puaar

Vice President    

Justin Schack

Managing Director    

Alex Kemmsies

Vice President    

Rosenblatt Securities Inc.    
New York +1 212 607 3100    

Rosenblatt’s Monthly Dark Liquidity Tracker - European Edition

Dark-pool market share increased 5 bps m/m (+20 bps y/y) to an estimated 8.85% of pan-European consolidated turnover in November. This includes the 20 venues that provide us with volume data plus our estimates for broker crossing networks that do not report to us. Together these platforms executed approximately €7.68 billion per day last month, up 6.92% m/m (5.08% y/y). Consolidated turnover rose by 6.32% m/m (- 2.65% y/y), to €86.8 billion daily (see “The Numbers” table, next page).... Continue Reading

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