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European Securities Volumes

September 10, 2021
  • Average daily value traded fell 9.67% m/m (+8.17 y/y), to €54.68 billion.
  • Volatility dropped, with the VSTOXX average daily close down 5.07% m/m (-23.16% y/y), to 18.32, and the FTSE 100 IVI down 4.21% m/m (-28.40% y/y), to 16.21.
  • Systematic internalizers, over-the-counter trading, closing auctions and opening auctions gained market share. Lit trading and dark MTFs lost market share.
  • Euronext Amsterdam and Nasdaq Copenhagen posted the largest m/m gains in pan-European on-venue market share. The London Stock Exchange lost the most.
  • Nasdaq Stockholm, Euronext Amsterdam and Borsa Italiana gained the most market share in their home indexes. Euronext Brussels  and Euronext Paris saw the steepest declines.

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