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European Securities Volumes

October 5, 2018

Some highlights:
• Pan-European average daily turnover jumped 23.66% m/m (+9.27% y/y), to €83.45bn
• A volume spike on September 21 coincided with a quadruple witching event and a revision to the Global Industry Classification Standard
• The average daily closing values of the VSTOXX and VFTSE ticked up 3.13% m/m (+10.90% y/y), to 14.72, and 1.64% m/m (+12.81% y/y), to 12.43, respectively
• Systematic internalizer market share rose 215 bps, to 22.31%,
• Open/close auction market share increased 177 bps to 11.72%, while lit market share dropped 283 bps to 42.68%
• Euronext Paris posted the highest m/m gain in pan-European on-venue market share, Turquoise suffered the biggest reduction

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