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European Securities Volumes: November 2022

European Securities Volumes: November 2022
  • Average daily value traded rose 6.72% m/m (-10.20% y/y), to €70.26 billion.
  • The VSTOXX average daily close fell 24.56% m/m (+11.66% y/y) to 21.68, while the FTSE 100 IVI fell 29.41% m/m (+0.56% y/y) to 16.49.
  • Closing auctions (+179 bps m/m), OTC trading (+29 bps m/m), opening auctions (+12 bps m/m) and ELP SIs (+7 bps m/m) gained market share. Lit trading (-188 bps m/m), bank SIs (-17 bps m/m), dark MTFs (-12 bps m/m) and periodic auctions (-10 bps m/m) lost ground.
  • Virtu Posit (EU) (+75 bps m/m) gained the most pan-European on-venue market share. Cboe DXE Europe (-77 bps m/m) and Nasdaq Stockholm (-67 bps m/m) lost the most.
  • Among the national exchanges we track, Euronext Lisbon (+410 bps m/m, PT 20) and Deutsche Börse (+235 bps m/m, DE 40) gained the most market share in their home indices. The London stock
  • Exchange (-470 bps m/m, UK 100) and Euronext Amsterdam (-396 bps m/m, NL 25) lost the most.
  • Alternative closing-auction market share fell 96 bps, accounting for 7.28% of total end-of-day activity.

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