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Let There Be Light - US Edition

December 17, 2020
  • 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
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