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Let There Be Light - US Edition

April 21, 2020

• Dark pools executed approximately 14.16% of US equity volume last month, up 26 bps from February’s 13.90%

• Dark-pool average daily volume grew 72.25% m/m, to 2.22 billion shares, while consolidated ADV rose 69.06% m/m

• Dark pools and block venues did well last month despite record high volatility

• We provide commentary on three material amendment filings to Form ATS-Ns

• Hidden orders on lit markets executed 10.53%% of US volume in March, up 151 bps from February

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