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Let There Be Light - US Edition

Let There Be Light - US Edition
  • Dark pools executed approximately 15.45% of US equity volume last month, up 35 bps from April’s 15.10%
  • Dark-pool average daily volume increased 5.40% m/m, to 1.64 billion shares, while consolidated ADV grew 3.01% m/m
  • For the second consecutive month, the VIX average close dropped to a near two-year low, helping dark-pool market share again reach a five-year high
  • Block pools gained last month, while single-dealer platforms struggled
  • Hidden orders on lit markets executed 8.97% of US volume in May, up 31 bps from April

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