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European Securities Volumes

December 10, 2019

• November average daily turnover fell 2.21% m/m, to €73.0 billion, as volatility dropped, with the average daily closing value of the VSTOXX down 20.11% m/m, to 12.65 and the FTSE 100 IVI down 30.68% m/m, to 13.20.

• Over-the-counter trades gained the most market share last month, followed by closing auctions, systematic internalisers and opening auctions. Lit books, dark pools and periodic auctions all lost share.

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

• All major venues we track gained share in their home indices. Bolsas y Mercados Españoles and the London Stock Exchange posted the biggest increases.

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