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Let There Be Light - US Edition

February 24, 2020
  • Dark pools executed approximately 13.69% of US equity volume last month, up 56 bps from December’s 13.13%
  • Dark-pool average daily volume grew 15.85% m/m, to 1.04 billion shares, while consolidated ADV rose 11.14% m/m
  • Most dark pools, including block-focused ATSs, beat the increase in consolidated volume
  • We provide commentary on a new, ATS, OneChronos, that the SEC recently declared effective
  • Hidden orders on lit markets executed 8.54%% of US volume in January, up 14 bps from December
       

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