[ D ATA ]
Fragmentation in Europe
LiquidMetrix analyses consolidated performance figures for stocks on major
European indices and the changes from the previous quarter.
T
he charts and figures below are based upon Liq-
uidMetrix’s unique benchmarking methodology
that provides accurate measurements of trends in
Based on fragmented European stocks
MTF
Market Share (%) Market Value Traded
(€billion/day)
Q4 2017 26.89% €40.75bn
Q1 2018 26.45% €35.22bn
Change -0.44% €5.53bn
There was again a drop in MTF market share, and
a significant decrease in market value traded in
Q1, reducing by €5.53 billion compared with the
previous quarter.
160 38
140 36
120 34
100
80
60
40
32
30
28
26
24
22
0 20
20
78 // TheTrade // Spring 2018
MARKET SHARE
market movements. Trading volumes on lit markets
including auctions are taken into account, as well as
dark trading on the major MTFs.