Market Structure Reports

Back to Reports

European Securities Volumes

March 11, 2021

• Average daily value traded rose 2.56% m/m to €74.25 billion

• Volatility declined, with the VSTOXX average daily down -3.00% m/m, to 21.31, and the FTSE 100 IVI down -0.40% m/m, to 21.31

• Over-the-counter trading gained the most market share, followed by dark pools and periodic auctions. Lit trading, systematic internalizers, closing auctions and opening auctions lost share

• Borsa Italiana and Nasdaq Stockholm posted the largest m/m gains in pan-European on-venue market share. SIX Swiss Exchange lost the most after Swiss equities were readmitted to UK-based MTFs, followed by Deutsche Börse

• Only Nasdaq Stockholm gained market share in its home index. SIX Swiss Exchange and Euronext Lisbon lost the most

Continue Reading

Recent Posts