- 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
US Securities Volumes
December 17, 2020
Recent Posts
April 7, 2021
Monthly ETP Review April 6, 2021
Market Structure News Digest: European Edition April 6, 2021
US Securities Volumes March 31, 2021
Market Structure News Digest