The TRADE 62 - Q4 2019 | Page 42

[ I N - D E P T H | S W I S S E Q U I V A L E N C E ] only game in town The Following the removal of Swiss equivalence in the European Union in July this year, Hayley McDowell examines the fallout of the political development and finds buy- side traders are benefitting from the substantial shift in market structure. E arlier this year, SIX Swiss Exchange overtook Eu- ronext Paris to become the third-largest primary exchange in Europe. Behind only the London Stock Exchange and Germany’s Deutsche Börse, the paradigms of the European equities landscape drastically shifted during the summer months following a spat between the European Union and Switzerland. The disagreement in ques- tion centred on Switzerland’s equivalence status, which the EU decided not to renew on 30 June, the result of which meant that EU-listed securities could no longer be traded in Switzerland. In response, Switzerland moved to ban Swiss shares from being trad- ed on venues within the EU the 42 // TheTrade // Winter 2019 very next day. The result is that European traders can only trade Swiss equities on the SIX Swiss primary exchange via a recognised broker, or through a systematic in- ternaliser (SI) operating in the EU, as the ban does not apply to over the counter (OTC) activity. The impact, traders feared, would be severe. Historically, around 30% of Swiss equities are traded on EU-based venues such as Cboe Europe, Turquoise and Aquis Exchange, and the ban implemented on 1 July saw more than 300 stocks delisted from those venues. The primary concern was that less competition and choice in Switzerland would drive the costs of trading up over time. Several weeks later, high- speed trading firm and market maker Virtu Financial published a damning report, which stated the fears of increased trading costs had indeed been realised. “While the impact to end inves- tors from ending equivalence of Swiss stocks is not fully under- stood yet, we do observe increas- es in trading costs for the 100+ institutional managers included in our peer universe, with small and mid-cap Swiss stocks becoming around 20% more expensive,” Virtu Financial said. “With essentially only two options to source liquidity now (SIX Exchange for lit liquidity or SIX SwissAtMid for dark liquid- ity), anyone capturing mid-price liquidity is going to trigger a reaction on the SIX lit market from other market participants