Market Structure Reports

Back to Reports

Let There Be Light - US Edition

May 24, 2021
  • Dark pools executed approximately 13.13% of US equity volume last month, up 21 bps from March’s 12.93%
  • Dark-pool average daily volume fell 24.65% m/m, to 1.30 billion shares, while consolidated ADV slipped 25.84% m/m
  • Despite the VIX average close falling to its lowest level in more than one year, most block pools underperformed
  • Both dark pools and the wider market dipped to a record-low average trade size last month
  • Hidden orders on lit markets executed 8.01% of US volume in April, down 18 bps from March


Continue Reading

Recent Posts