Market Structure Reports

Back To List
Canadian Trading Monthly
Monthly ETP Review
EU Digest
Trading Talk
EU Volumes
US Securities Volumes

Let There Be Light - US Edition

September 24, 2020
  • Dark pools executed approximately 12.31% of US equity volume last month, up 38 bps from July’s 11.93%
  • Dark-pool average daily volume fell 9.62% m/m, to 1.14 billion shares, while consolidated ADV dropped 12.41% m/m
  • As the Cboe VIX average close dropped to its lowest level in six months, block-focused pools excelled
  • Single-dealer platforms had a comparatively rougher August
  • For the first time since May 2009, Goldman Sachs’ dark pool was bigger by ADV than Credit Suisse’s
  • Hidden orders on lit markets executed 7.56%% of US volume in August, down 140 bps from July

Continue Reading

Recent Posts

Back To List