Market Structure Reports

Some highlights:
• Pan-European average daily value traded declined 10.22% m/m in August, to €67.48bn
• Volatility fell, with the VSTOXX average daily close down 3.74% m/m and the VFTSE average daily close down 0.54% m/m
• Systematic internalizer market share dropped 131 bps, to 20.15%, as OTC trading rose 91 bps to 22.75%
• Deutsche Börse posted the highest gain in pan-European on-venue market share, while Euronext Paris suffered the biggest decline
• Aquis reached a new on-venue market share high of 2.45%.
• Six exchanges gained market share in their home indices in August. Euronext Lisbon led the way, followed by SIX Swiss Exchange
• Euronext Amsterdam and Euronext Brussels suffered the greatest losses in their home indices