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European Securities Volumes

April 9, 2020
  • March average daily value traded surged 37.05% m/m, to €117.60 billion, as volatility spiked amid the COVID-19 pandemic. The VSTOXX average daily close rocketed 223.44% m/m, to 57.77, and the FTSE 100 IVI soared 205.12% m/m, to 51.43. Both volatility measures were the highest in our records, going back to January 2011.
  • Lit venues gained the most market share, followed by opening auctions. Systematic internalisers, over-the-counter activity (-60 bps m/m), closing auctions, dark venues and periodic auctions all lost market share.
  • SIX Swiss Exchange and Deutsche Börse posted the largest m/m gains in pan-European on-venue market share. Borsa Italiana and Aquis lost the most.
  • All exchanges we track gained market share in their home indices, led by Euronext Paris, Bolsas y Mercados Españoles and Nasdaq Helsinki.

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