European Equities LiquidityMatrix December 2017

Author(s):
Tim Cave
Date:
January 30, 2018
Research Type:
Liquidity Matrix
Executive Summary

This is TABB Group's first European Equities LiquidityMatrix™, providing the industry with breakdowns of market share for each major equity execution channel, including lit venues, dark MTFs, block venues, periodic auction books and systematic internalisers. Starting with statistics for December 2017, this report will be published on monthly basis going forward, helping to track the changes MiFID II has unleashed on the European equity market. In December 2017, industry average daily volume decreased 4.7% month-over-month, but SI and auction volumes grew in relative terms.

Areas of Interest
  • Equities
  • European Equities
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