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EU Securities Volumes: 2019 Year-In-Review

January 15, 2020

• Our special year-in-review section, starting on page 12, shows falling volumes in 2019 and a record low for lit trading.

• December average daily turnover grew 7.82% m/m, to €78.7 billion. Volatility also rose, with the average daily closing value of the VSTOXX gaining 7.60% m/m, to 13.62 and the FTSE 100 IVI up 5.12% m/m, to 13.87.

• Systematic internalisers added the most market share last month, followed by over-the-counter trading. Closing auctions hit 12.32% market share, the second highest we have on record. Lit venues, dark pools and periodic auctions all lost share.

• The London Stock Exchange posted the largest m/m gains in pan-European on-venue market share; Borsa Italiana and Deutsche Börse suffered the biggest losses.

• Deutsche Börse and Euronext Lisbon and Euronext Paris gained significant share in their home indices. The London Stock Exchange saw the steepest decline.

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