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European Securities Volumes

March 4, 2020
  • February average daily value traded surged 28.63% m/m, to €85.8 billion, the highest since May 2017, as concern over the economic impact of the COVID-19 virus’ spread sparked late-month activity. The VSTOXX average daily close jumped 32.82% m/m, to 17.86, and the FTSE 100 IVI surged 39.14% m/m, to 16.86
  • Lit venues gained the most market share, followed by closing auctions, periodic auctions and opening auctions. OTC, systematic internalisers and dark venues all lost market share
  • Euronext Paris and Borsa Italiana posted the largest m/m gains in pan-European on-venue market share. The London Stock Exchange lost the most share
  • Euronext Paris and Euronext Brussels were the only exchanges to lose on-venue market share in their home indices. Euronext Lisbon and Nasdaq Copenhagen gained the most

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