European Equities Market Microstructure Survey Q2 2021

European Equities Market Microstructure Survey Q2 2021

European Equities Market Microstructure Survey Q2 2021

Welcome to our latest quarterly survey of market volumes and fragmentation trends in European equities. If you are unfamiliar with the topic, we encourage you to visit our website to read our Microbites series for an explanation of European market microstructure. 

With the major European indexes enjoying substantial price gains in H1 2021, we might have expected a similar boost in market volume. However the quarter just finished was the weakest Q2 in over four years.  

In this edition of the survey we have added a view of the ETF market, which by contrast has grown in volume terms by 6.5% versus 2020, albeit on a cross-asset basis.

View the complete report here.

*****

All the content in our survey is generated by big xyt’s Liquidity Cockpit dashboards or API.

For existing clients – Log in to the Liquidity Cockpit.

For everyone else – Please use this link to register your interest in the Liquidity Cockpit.

Share this post