Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Liquidnet's H1 Liquidity Landscape Report

Date 17/08/2022

Click here to download Liquidnet’s H1 Liquidity Landscape report. The report finds geopolitical risks combined with rising interest rates and inflationary pressures continue to ensure volatility and market impact remain centre stage in European secondary markets.

 

Some key findings:

  • EMEA trading turnover reached record levels in H1 2022
  • As traditional voice trading continues its long-term decline, combined with consolidation of algorithm providers and trading strategies, liquidity formation will continue to adapt
  • Systematic Internaliser (SI) activity hit 27%, levels not seen since April 2019 with dark volumes falling to just 7%
  • Average order size of SI flow has been increasing reaching 40,000 shares in April, pushing back slightly in May to decline to 35K in June but still far higher than January/February this year where average fill sizes stood at 13K shares.