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- BATS Europe reported a new consolidated monthly market share record in Europe overall (6.6%) and also in nine European indices, including London’s FTSE 100 (11.6%), the Swiss SMI (8.9%), Helsinki’s OMXH25 (8.7%), the STOXX Europe 50 (7.8%), Copenhagen’s OMXC20 (6.7%), Amsterdam’s AEX (6.7%), Germany’s DAX (6.6%), Stockholm’s OMXS30 (6.3%) and Belgium’s BEL 20 (4.8%).
- The BATS US Equities Exchanges, BATS BZX Exchange and BATS BYX Exchange, combined for average daily matched volume of 784,947,455 shares, representing 10.2% of all US cash equity share volume for the month.
- BATS BZX Exchange, formerly known as BATS Exchange, recorded average daily US matched volume of 715,378,462 shares, representing 9.3% of all US cash equity share volume for the month.
- BATS BYX Exchange, the company’s second US equities exchange that launched Oct. 15, completed its first full calendar month of trading with average daily matched volume of 68,832,339 shares, representing 0.9% of all US cash equity share volume for the month.
- BATS Options recorded 2,476,224 matched US contracts in November, representing 0.7% overall matched market share, including a one-day matched volume record of 187,223 contracts on Nov. 16. Touched market share for the month, the standard industry measurement, was 1.3%.
A breakdown of November volume and market share for each market center is outlined below:
BATS BZX Exchange:
- Average matched volume of 715,378,462 shares daily (excludes odd-lots)
- Average total handled volume of 821,273,714 shares daily (includes odd-lots)
- Average internal match rate of 87.0%
- Matched market share for Tape A securities of 6.8%
- Matched market share for Tape B securities of 15.0%
- Matched market share for Tape C securities of 10.8%
- Matched market share for all securities of 9.3%
- Total notional value traded of $488,568,787,503 (excludes odd-lots)
BATS BYX Exchange:
- Average matched volume of 68,832,339 shares daily (excludes odd-lots)
- Average total handled volume of 72,212,604 shares daily (includes odd-lots)
- Matched market share for all securities of 0.9%
- Total notional value traded of $25,679,274,435 (excludes odd-lots)
BATS Options:
- Average daily matched volume of 117,915 contracts totaling 0.7% of the market
- Average daily handled volume of 222,645 contracts totaling 1.3% of the market
- Average internal match rate of 53.0%
BATS Europe*:
- Overall European market share of 6.6% (new record)
- Average daily notional value traded of €2,397,521,504 for all markets (2nd highest in firm history)
- Total notional value traded was more than €53.8 billion (2nd highest in firm history)
- Average daily notional value traded of €75,323,849 for the BATS Europe Dark Pool (2nd highest in firm history)
- Market share for FTSE 100 securities of 11.6% (new record)
- Market share for FTSE 250 securities of 7.2% (2nd highest in firm history)
- Market share for FTSE MIB securities of 7.6% (2nd highest in firm history)
- Market share for CAC 40 securities of 5.5% (2nd highest in firm history)
- Market share for DAX 30 securities of 6.6% (new record)
- Market share for AEX securities of 6.7% (new record)
- Market share for BEL 20 securities of 4.8% (new record)
- Market share for SMI securities of 8.9% (new record)
- Market share for OMXH25 securities of 8.7% (new record)
- Market share for OMXS30 securities of 6.3% (new record)
- Market share for OMXC20 securities of 6.7% (new record)
- Market share for STOXX 50 securities of 7.8% (new record)
*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/
