<< rosenblatt | All Market STructure REports

Let There Be Light: US Edition

Let There Be Light: US Edition

•Dark pools executed approximately 17.17% of US equity volume last month, up 110 bps from June’s 16.07%

•Dark-pool average daily volume increased 5.57% m/m, to 3.10 billion shares, while consolidated ADV fell 1.16% m/m

•Single-dealer platforms were a mixed bag in July while block ATSs rebounded last month

•We provide the latest quarterly block analysis and off-exchange breakdown

•Hidden orders on lit markets executed 10.23% of US volume in July, up 76 bps from June

View the report
see all reports