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Let There Be Light: US Edition

Let There Be Light: US Edition
  • Dark pools executed approximately 15.86% of US equity volume last month, down 88 bps from November’s 16.74%
  • Dark-pool average daily volume fell 4.55% m/m, to 2.33 billion shares, while consolidated ADV slipped 0.73% m/m
  • Block pools struggled in December, while single-dealer platforms excelled
  • TMX Group’s Toronto Stock Exchange launched a new US ATS, AlphaX
  • Hidden orders on lit markets executed 8.65% of US volume in December, down 48 bps from November

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