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US Securities Volumes

Let There Be Light - US Edition

March 25, 2021
  • Dark pools executed approximately 12.58% of US equity volume last month, up 33 bps from January’s 12.25%
  • Dark-pool average daily volume rose 0.76% m/m, to 1.92 billion shares, while consolidated ADV decreased 1.86% m/m
  • Single-dealer platforms and block pools posted mixed performance last month
  • Three ATSs made material amendments to their Form ATS-Ns, including LeveL which will add a new VWAP session
  • Hidden orders on lit markets executed 7.74% of US volume in February, down 12 bps from January

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