- Dark pools executed approximately 13.11% of US equity volume last month, up 43 bps from October’s 12.69%
- Dark-pool average daily volume climbed 28.24% m/m, to 1.48 billion shares, while consolidated ADV rose 24.06% m/m
- Block pools did especially well, as volatility dipped to its lowest level in three months
- We provide commentary on the first bank-run SDP, Barclays' BARX Book
- Hidden orders on lit markets executed 8.50% of US volume in November, up 31 bps from October
December 17, 2020
Recent Posts
May 26, 2023
Let There Be Light - European Edition May 25, 2023
European Securities Volumes: April 2023 May 24, 2023
Let There Be Light - US EditionMay 15, 2023
Canadian Trading Monthly