• Dark pools executed approximately 13.61% of US equity volume last month, down 32 bps from September’s 13.93%
• Dark-pool average daily volume rose 20.76% m/m, to 1.16 billion shares, as consolidated ADV increased by a greater margin of 23.58% m/m
• Block pools were a mixed bag in October, with some surpassing the increase in consolidated volume, while others lagged
• Hidden orders on lit markets executed 8.42% of US volume in October, up 13 bps m/m
• We dig into new details about the recent ITG settlement and discuss FINRA's new proposal to expand the OTC transparency regime to SDPs
November 20, 2018
Recent Posts
May 25, 2023
European Securities Volumes: April 2023 May 24, 2023
Let There Be Light - US EditionMay 15, 2023
Canadian Trading Monthly