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Let There Be Light - US Edition

November 19, 2021
  • Dark pools executed approximately 13.36% of US equity volume last month, up 26 bps from September’s 13.10%
  • Dark-pool average daily volume rose 0.20% m/m, to 1.39 billion shares, while consolidated ADV fell 1.77% m/m
  • Single-dealer platforms and block pools excelled last month
  • We've added two SDPs, XTX Direct and Flow Traders, as well as BNP Paribas' Cortex ATS to our universe
  • Hidden orders on lit markets executed 7.56% of US volume in October, down 30 bps from September

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