BATS Global Markets (BATS) today reported volume numbers for the month of December, including the following:
- BATS Europe reported new consolidated monthly market share records in the Swiss SMI (9.1%), Copenhagen’s OMXC20 (7.1%), Brussels’ BEL20 (5.5%), Paris’ CAC Next20 (5.3%) and Frankfurt’s MDAX (5.5%), as well as consolidated monthly market share of 10.9% in the FTSE 100 and 6.2% in Europe overall. The MTF set monthly records in multiple indices in every month of 2010 and ends the year with 6.0% or more market share in 10 major European indices in December.
- The BATS US Equities Exchanges, BATS BZX Exchange and BATS BYX Exchange, combined for average daily matched volume of 643.1 million shares, representing 9.5% of all US cash equity share volume for the month. In November, the BATS Exchanges represented 10.2% of all US equity share volume.
- BATS BZX Exchange, formerly known as BATS Exchange, recorded average daily US matched volume of 552.4 million shares, representing 8.2% of all US cash equity share volume for the month. In November, the BATS BZX Exchange represented 9.3% of all US cash equity share volume.
- BATS BYX Exchange, the company’s second US equities exchange that launched Oct. 15, 2010, recorded average daily US matched volume of 90.7 million shares, representing 1.3% of all US cash equity share volume for the month, up from 0.9% matched market share in November.
- BATS Options recorded 2,300,577 matched US contracts in December, representing 0.7% overall matched market share, including a one-day matched volume record of 185,467 contracts on Dec. 15. Touched market share for the month, the standard industry measurement, was 1.22%. In November, BATS Options recorded touched market share of 1.3%.
BATS BZX Exchange:
- Average matched volume of 552.4 million shares daily (excludes odd-lots)
- Average total handled volume of 670.2 million shares daily (includes odd-lots)
- Matched market share for Tape A securities of 6.3%
- Matched market share for Tape B securities of 13.4%
- Matched market share for Tape C securities of 9.4%
- Matched market share for all securities of 8.2%
- Total notional value traded of $391.1 billion (excludes odd-lots)
BATS BYX Exchange:
- Average matched volume of 90.7 million shares daily (excludes odd-lots)
- Average total handled volume of 95.8 million shares daily (includes odd-lots)
- Matched market share for all securities of 1.3%
- Total notional value traded of $33.7 billion (excludes odd-lots)
BATS Options:
- Average daily matched volume of 104,572 contracts totaling 0.7% of the market
- Average daily handled volume of 189,864 contracts totaling 1.2% of the market
- Average internal match rate of 55.1%
BATS Europe*:
- Overall European market share of 6.2%
- Average daily notional value traded of €1.7 billion for all markets
- Total notional value traded was more than €39.9 billion
- Average daily notional value traded of €66.3 million for the BATS Europe Dark Pool
BATS Europe Market Share By Index:
- Market share for FTSE 100 securities of 10.9% (3rd highest in firm history)
- Market share for FTSE 250 securities of 6.1%
- Market share for FTSE MIB securities of 6.0%
- Market share for CAC 40 securities of 5.0%
- Market share for CAC Next20 securities of 5.3% (new record)
- Market share for DAX 30 securities of 6.3% (2nd highest in firm history)
- Market share for MDAX securities of 5.5% (new record)
- Market share for AEX securities of 6.5% (2nd highest in firm history)
- Market share for BEL 20 securities of 5.5% (new record)
- Market share for SMI securities of 9.1% (new record)
- Market share for OMXH25 securities of 8.6% (2nd highest in firm history)
- Market share for OMXS30 securities of 6.0% (2nd highest in firm history)
- Market share for OMXC20 securities of 7.1% (new record)
- Market share for STOXX 50 securities of 7.3% (3rd highest in firm history)
*Figures represent consolidated figures, unless otherwise stated.
To track US and Europe market share for all major trading exchanges and other
venues, please visit:
US Equities - http://batstrading.com/market_summary/
Europe Equities - http://www.batstrading.co.uk/market_data/market_share/index/
US Options - http://www.batsoptions.com/market_summary/
