25 July 2017

Co-Authors

Anish Puaar

Vice President    

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 - European Edition


Dark-pool market share rose 84 bps m/m (-17 bps y/y) in June, to an estimated 7.83% of pan-European consolidated turnover. This includes the 20 venues that provide us with volume data plus estimates for non-reporting broker crossing networks. Together these platforms executed approximately €7.23 billion per day last month, down 4.34% m/m (+12.69% y/y). Consolidated turnover declined 14.62% m/m (-3.71% y/y), to €92.3 billion daily... Continue Reading

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