12 Days of Trading – Day 4 of 12: Dark Trading since June 2016Robin
Day 4 of 12: In today’s view we take a look at some evolutionary themes in European Equity dark and block trading over the last 2 years.
- As expected, DVCs had an impact on dark traded volumes particularly in trades below Large In Scale (LIS).
- In fact this reduction in sub-LIS during the DVCs resulted in average trade sizes temporarily increasing.
- Block trading represented by Large In Scale trades has continued to grow during the period and is something we look at more closely tomorrow.
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On our 12 Days of Trading
As the year draws to a close we have been asked by clients to look and highlight 2018 trends since the introduction of MiFID II. We thought we might make this a festive exercise on the 12 days leading up to the holidays. As a result, you will find a post to a different 2018 big-xyt observation each day.
We hope you enjoy them.
This content has been created using the Liquidity Cockpit API.
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