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European Securities Volumes

August 10, 2020
  • July average daily value traded fell 26.03% m/m to €59.02 billion
  • Volatility also fell, with the VSTOXX average daily close off 18.97% m/m (+109.04% y/y), to 24.96, and the FTSE 100 IVI declining 17.87% m/m (+133.67% y/y), to 24.96
  • Dark markets gained the most market share, followed by systematic internalizers, periodic auctions and lit markets. Over-the-counter trading, closing auctions and opening auctions lost market share
  • Cboe Europe’s CXE and Periodic Auctions Book posted the largest m/m gains in pan-European on-venue market share; Deutsche Börse and Euronext Paris lost the most
  • Euronext Brussels was the only exchange to gain market share in its home index. Bolsas y Mercados Españoles, the London Stock Exchange and Deutsche Börse lost the most market share in their home indices


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