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Trading is fragmenting between exchanges and competing venues. But by how much and which venues? Find out in Thomson Reuters summarised monthly reports.
Monthly Data at a Glance
The charts below show the traded value of all MTF operated Dark Pools and six of the leading broker crossing services equities (in Euro € millions) recorded over the last 13 months. For the most recent month the break down for the main venues is provided. The data for the MTFs has been sourced from the Thomson Reuters Equity Market Share Reporter whilst the Broker Crossing System data, available since June 2010 has been sourced from Markit BCS Daily reporting (www.markit.com).
Selecting the All Europe tab will display the activity across all trade types in Europe over the same time frame. More detailed information by country or main index can be downloaded at the bottom of the page.
Selecting the Asia Pacific tab provides access to a spreadsheet showing the activity for all Asia Pacific markets as well as specific data for the Japanese market. Data for other individual Asian markets will be added as fragmentation and demand for this data grows.
Dark Pool & Broker Crossing Activity for all European Equities (September 2009 to September 2010)
Dark Pool & Broker Crossing Activity by Venue (September 2010)
Trading volumes for the independent Dark Pools are broken out where these are reported through OTC trade publication services such as Markit BOAT through reference to specific flags on these feeds or from specific trade flags on the feeds from the MTFs that provide their data.
Monthly summarised data on a per market and index basis
| by index | by region & country | |
| 2010 | Jan - Sep 1.7MB | Jan - Sep 2.2MB |
| 2009 | Jan - Dec 1.6MB | Jan - Dec 2.1MB |
| 2008 | Jan - Dec 1.5MB | Jan - Dec 1.8MB |
These spreadsheets provide more detailed monthly data for European equities broken out by markets and index constituents. Download the Thomson Reuters guide as to how it compiles these reports.
All European Equities Market Activity by Trade Type (September 2009 to September 2010)
Main Trading Venues for all European Equities (September 2010)
Download full report 102k
The market share information has been sourced from Thomson Reuters Market Share Reporter which uses data from individual trades reported by all European Exchanges, MTFs, and OTC trade reporting venues.
Monthly summarised data on a per market and index basis
| by index | by region & country | |
| 2010 | Jan - Sep 1.7MB | Jan - Sep 2.2MB |
| 2009 | Jan - Dec 1.6MB | Jan - Dec 2.1MB |
| 2008 | Jan - Dec 1.5MB | Jan - Dec 1.8MB |
These spreadsheets provide more detailed monthly data for European equities broken out by markets and index constituents. Download the Thomson Reuters guide as to how it compiles these reports.
| by index | by region & country | |
| 2010 | Jan - Sep556k | Jan - Sep599k |
These spreadsheets provide monthly data for All Asian equities and Japanese equities broken out by markets and for the Nikkei 225 index constituents. Download the Thomson Reuters guide as to how it compiles these reports.
