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European Securities Volumes

December 4, 2020

Average daily value traded jumped 36.86% m/m to €81.47 billion

• Volatility declined, with the VSTOXX average daily close down 14.00% m/m to 23.97 and the FTSE 100 IVI down 10.38% m/m to 22.95

• Closing auctions gained the most market share, followed by dark pools, lit markets, periodic auctions and opening auctions. Systematic internalizers and over-the-counter trading lost share

• The London Stock Exchange posted the largest m/m gain in pan-European on-venue market share. Nasdaq Stockholm lost the most

• Euronext Amsterdam, Bolsas y Mercados Españoles  and Borsa Italiana gained the most market share in their home indexes. Only Euronext Brussels, Euronext Paris and Deutsche Börse lost market share

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