• Equities turnover and volatility fell m/m in December, with pan-European average
daily value traded dropping 9.60% m/m (-0.70% y/y), to €77.07bn.
• The VSTOXX average daily close declined 22.22% m/m (-28.29% y/y) to 17.05, while the VFTSE average
daily close fell 26.09% m/m (-30.92% y/y), to 12.20.
• For the full year 2016, ADVT was €84.77bn, down 10.52% compared with 2015.
• Borsa Italiana experienced the biggest market-share gain (+81bps m/m), capturing 4.14% of on-venue
pan-European turnover in December, while BATS Europe CXE saw the greatest decline (-72 bps m/m).
• Only SIX Swiss Exchange lost market share (-152bps m/m) in its key index last month. All 11 of the other
venues we track gained market share in their domestic indices, with Euronext exchanges in Lisbon (+536
bps), Amsterdam (+324 bps) and Brussels (+311 bps) leading the way.
If you wish to see the full article please click here.
more newsletters »