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- BATS Europe, which launched Oct. 31, 2008, reported new consolidated monthly market share records in Europe overall (6.4%) and ten indices, including London’s FTSE 100 (11.3%), the Swiss SMI (8.7%), Milan’s FTSE MIB (8.3%), Helsinki’s OMXH25 (7.9%), the STOXX50 (7.7%), Copenhagen’s OMXC20 (6.3%), Amsterdam’s AEX (6.3%), Stockholm’s OMXS30 (5.8%), Germany’s DAX (5.7%), and Belgium’s BEL 20 (3.9%).
- The BATS BZX Exchange (formerly known as BATS Exchange) had an average daily matched volume of 711,633,576 shares, representing 9.08% of all US cash equity share volume for the month.
- The BATS BYX Exchange, the company’s second US equities exchange that launched on Oct. 15, averaged matched daily volume of 32.2 million shares for the week ended Oct. 29. Complete monthly volume and market share figures for the BYX Exchange will be reported next month.
- BATS Options recorded 2,484,649 matched contracts in October, representing 0.75% overall matched market share, including a one-day matched volume record of 214,153 contracts on Oct. 15. Touched market share for the month, the industry standard, was 1.6%.
A breakdown of October volume and market share for each market center is outlined below:
BATS BZX Exchange:
- Average matched volume of 711,633,576 shares daily (excludes odd-lots)
- Average total handled volume of 813,781,018 shares daily (includes odd-lots)
- Average internal match rate of 87.4%
- Matched market share for Tape A securities of 6.8%
- Matched market share for Tape B securities of 14.9%
- Matched market share for Tape C securities of 10.6%
- Matched market share for all securities of 9.08%
- Total notional value traded of $467,861,399,299 (excludes odd-lots)
BATS Options:
- Average daily matched volume of 118,317 contracts totaling .75% of the market
- Average daily handled volume of 249,933 contracts totaling 1.6% of the market
- Average internal match rate of 47.3%
BATS Europe*:
- Overall European market share of 6.4% (new record)
- Average daily notional value traded of €2,169,121,583 for all markets (2nd highest in firm history)
- Total notional value traded was more than €46.4 billion (2nd highest in firm history)
- Average daily notional value traded of €63,205,089 for the BATS Europe Dark Pool (3rd highest in firm history)
- Market share for FTSE 100 securities of 11.3% (new record)
- Market share for FTSE 250 securities of 6.2%
- Market share for FTSE MIB securities of 8.3% (new record)
- Market share for CAC 40 securities of 5.4% (2nd highest in firm history)
- Market share for DAX 30 securities of 5.7% (new record)
- Market share for AEX securities of 6.3% (new record)
- Market share for BEL 20 securities of 3.9% (new record)
- Market share for SMI securities of 8.7% (new record)
- Market share for OMXH25 securities of 7.9% (new record)
- Market share for OMXS30 securities of 5.8% (new record)
- Market share for OMXC20 securities of 6.3% (new record)
- Market share for STOXX 50 securities of 7.7% (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/
