Market Structure Reports

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US Securities Volumes

Let There Be Light - US Edition

July 27, 2021
  • Dark pools executed approximately 12.79% of US equity volume last month, down 24 bps from May’s 13.03%
  • Dark-pool average daily volume rose 2.52% m/m, to 1.42 billion shares, while consolidated ADV climbed 4.48% m/m
  • Block pools struggled last month despite lower volatility while single-dealer platforms fared better
  • A new ATS, PureStream, has registered with the SEC
  • Hidden orders on lit markets executed 8.39% of US volume in June, up 53 bps from May



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