Thomson Reuters MiFID Market Share Reports November 2009

The spreadsheets below provide monthly reports at a summarised level by markets and index constituents in Pan European Equities. These show the market share in terms of all trades published across the different European exchanges and other reporting venues.

2009 Market Share Report (Jan - Nov)

2008 Market Share Reports

These are in the new format that breaks out the activity into the 5 Trade Classifications:

1. Order Book Non Auction - trades generated by trading on electronic open limit order book excluding trades executed during an auction period
2. Auction Trades - trades executed during an auction period operated by electronic open limit order book
3. Dark Order Book - trades generated by a dark pool of liquidity or through the interaction of purely dark order on an open limit order book
4. Off Order Book - trades reported under the rules of an exchange which may be as a result of trading on quotes from market makers or just OTC trades reported under the rules of a regulated market or ATS/MTFs.
5. MiFID OTC - trades reported through pure reporting venues like Markit BOAT or the equivalent services offered as off-exchange reporting by the exchanges such as Euronext or Nasdaq OMX.