<< rosenblatt | All Market STructure REports

Let There Be Light: US Edition

Let There Be Light: US Edition
  • Dark pools executed approximately 17.77% of US equity volume last month, up 97 bps from October’s 16.79%
  • Dark-pool average daily volume fell 5.29% m/m, to 3.34 billion shares, while consolidated ADV dropped 10.49% m/m
  • Most single dealer platforms underperformed last month
  • Block ATSs also struggled in November
  • Hidden orders on lit markets executed 10.76% of US volume in November, up 68 bps from October

View the report
see all reports