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European Securities Volumes

February 13, 2020
  • January average daily turnover increased 0.65% m/m (+6.96% y/y), to €66.7 billion, as the average daily closing value of the VSTOXX fell 1.24% m/m (-22.84% y/y), to 13.45, and the FTSE 100 IVI dropped 12.68% m/m (-29.72% y/y), to 12.12.
  • Lit market share (+296 bps m/m) increased the most in January, followed by dark (+122 bps m/m) and periodic auctions (+21 bps m/m). SIs (-159 bps m/m) suffered the steepest market-share decline, followed by OTC (-132 bps m/m) and closing auctions (-132 bps m/m).
  • Deutsche Börse (+38 bps m/m) posted the largest m/m gain in pan-European on-venue market share. The London Stock Exchange (-231 bps m/m) lost the most share.
  • All major venues we track lost on-venue market share in their home indices except SIX Swiss Exchange, which gained 12 bps. Euronext Lisbon (-790 bps, PSI 20), Bolsas y Mercados Españoles (-642 bps, IBEX) and Euronext Paris (-422 bps, CAC 40) had the biggest losses

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