22 June 2017

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

“You tell me this town ain’t got no heart The sunny side of the street is dark Maybe that’s cause it’s midnight, and the dark of the moon besides” —Robert Hunter, 1978 (“Shakedown Street” from the Grateful Dead album of the same name; performed here by the Yonder Mountain String Band)


Dark pools executed 15.75% of US equity volume last month, up 56 bps from April’s 15.18% (adjusted from 14.41%). Dark-pool average daily volume rose 6.43% m/m, to 1.06bn shares, as consolidated ADV grew 2.62% m/m... Continue Reading

 

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