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European Securities Volumes

November 8, 2019
  • October average daily turnover grew 1.31% m/m to €74.7 billion
  • The average daily closing value of the VSTOXX grew 1.47% m/m to 15.84 and the FTSE 100 IVI rose 3.50% m/m to 14.62.
  • Dark pools hit a new record of 5.94% in October. Lit books, over-the-counter activity and periodic auctions also gained market share. Systematic internalisers and closing and opening auctions lost share.
  • Nasdaq Stockholm posted the largest m/m gain in pan-European on-venue market share, while SIX Swiss and Euronext Amsterdam suffered the biggest losses.
  • Only Euronext Paris and Borsa Italiana gained significant share in their home indices. The London Stock Exchange, Euronext Brussels and Nasdaq Helsinki suffered the steepest declines
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