[ 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)
Q2 2018 27.81% €35.33bn
Q3 2018 26.68% €31.55bn
Change -0.86% -€3.78bn
There was a slight decrease in MTF market share,
and a corresponding decrease in market value
traded in Q3, down by €3.78 billion compared with
the previous quarter.
160 38
140 36
120
100
80
60
40
34
32
30
28
26
24
22
0 20
20
78 // TheTrade // Autumn 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.