Market Structure Reports

Back to Reports

European Securities Volumes: October 2021

November 10, 2021
  • Average daily value traded dropped 1.00% m/m to €70.04 billion.
  • Volatility declined, with the VSTOXX average daily close down 10.68% m/m (-31.94% y/y), to 18.97, and the FTSE 100 IVI down 17.78% m/m (-39.96% y/y), to 15.38.
  • Lit trading, over-the-counter trading, dark MTFs, periodic auctions and ELP SIs gained market share. Closing auctions, opening auctions and bank SIs lost market share.
  • Nasdaq Stockholm posted the largest m/m gain in pan-European on-venue market share. Euronext Paris lost the most.
  • Only Euronext Lisbon and Nasdaq Copenhagen gained market share in their home indexes. The London Stock Exchange, SIX Swiss Exchange and Bolsas y Mercados Españoles saw the steepest declines.

Continue Reading

Recent Posts