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European Securities Volumes

July 9, 2020

• June average daily value traded rose 17.57% m/m to €77.46 billion

• Volatility increased, with the VSTOXX average daily close up 4.07% m/m to 33.02, and the FTSE 100 IVI gaining 3.84% m/m to 30.39

• Lit markets gained the most market share, followed by systematic internalizers and over-the-counter trading

• Closing auctions lost the most market share, despite a one-day spike related to a quadruple witching and S&P Dow Jones indices rebalance on June 19. Dark pools, periodic auctions and opening auctions also lost share.

• Euronext Paris posted the largest m/m gains in pan-European on-venue market share, along with Cboe CXE Europe and Borsa Italiana; SIX Swiss Exchange and the London Stock Exchange lost the most

• Euronext Lisbon, Bolsas y Mercados Españoles and Euronext Brussels gained the most on-venue market share in their home indexes; Nasdaq Copenhagen and Nasdaq Helsinki lost the most

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