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Let There Be Light - European Edition

Let There Be Light - European Edition
  • Dark pools executed approximately 15.48% of US equity volume last month, down 37 bps from August’s 15.85%
  • Dark-pool average daily volume declined 4.04% m/m, to 1.60 billion shares, while consolidated ADV slipped 1.75% m/m
  • The top performers in September were two of the newest alternative trading systems: Citi-ONE and OneChronos
  • Both single-dealer platforms and block pools were a mixed bag last month
  • The SEC's recently released 2024 examination priorities include reviewing compliance with Regulation ATS and Form ATS-N disclosures
  • Hidden orders on lit markets executed 8.64% of US volume in September, up 16 bps from August

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