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Let There Be Light - US Edition

Let There Be Light - US Edition
  • Dark pools executed approximately 13.32% of US equity volume last month, down 74 bps from August’s 14.06%
  • Dark-pool average daily volume rose 2.09% m/m, to 1.52 billion shares, while consolidated ADV climbed 7.77% m/m
  • Block pools and single-dealer platforms struggled last month
  • Earlier this month Barclays reached a $2 million settlement with FINRA for allegedly failing to comply with best execution obligations
  • Interactive Brokers received approval for a new ATS, Eos, that will operate overnight
  • Hidden orders on lit markets executed 8.27% of US volume in September, down 8 bps from August

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