- Average daily value traded rose 10.54% m/m (+18.98% y/y) to €68.12 billion as volatility, measured by the VSTOXX average daily close, fell 3.11% m/m (-4.43% y/y) to 16.82.
- Closing auctions (+148 bps m/m) gained the most market share. followed by periodic auctions (+96 bps m/m), which reached a new all-time high of 7.51%; Bank SIs (+39 bps m/m) and opening auctions (+7 bps m/m) also saw gains. Lit trading (-189 bps m/m) lost the most ground, dropping to a new low of 31.40%, while dark MTFs (-89 bps m/m), ELP SIs (-8 bps m/m) and OTC trading (-4 bps m/m) also shed market share.
- Cboe Periodic (EU) (+75 bps m/m) and Aquis Exchange (EU) (+74 bps m/m) gained the most on-venue market share, while Cboe DXE Europe Dark (-63 bps m/m) and Deutsche Börse (-60 bps m/m) lost the most.
- Of the major national listing exchanges, Euronext Brussels (+274 bps m/m, BE 20), the London Stock Exchange (+179 bps m/m, UK 250) and Bolsas y Mercados Españoles (+125 bps m/m, ES 35) gained the most market share in their home indices; Only Euronext Lisbon (-564 bps m/m), PT 20 and Nasdaq Stockholm (-87 bps m/m, SE 30) lost ground.
- Alternative closing-auction mechanisms accounted for 7.87% of total on-venue end-of-day activity in September, down 49 bps m/m
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