Bats Europe is pleased to announce the addition of major dark pool execution venues to its existing widely referenced FREE pan European market share display.
The view can be accessed via this link batstrading.co.uk/market_data/market_share/index/
The online market share display now includes near real-time notional value and volume summaries for dark order books operated by BATS Europe, Instinet BlockMatch, Chi-X, Liquidnet, Nomura NX, ITG Posit, Smartpool and Turquoise. The market share display also includes major European lit order books, and has been further enhanced to include Burgundy and Equiduct market share information.
The display provides near real-time (delayed by 15 minutes, refreshed every minute) notional value and volume summaries for BATS Europe, as well as other major European exchanges and MTFs. The display more specifically provides a range of key features for monitoring liquidity both intraday and historically. This includes:
* Near real-time European Equities Trading liquidity monitor by index, market and venue for both Lit and Dark Order Books
* Existing day or 5 day average view available using options above table
* Historical download links provided for trend monitoring
* Graphs are available when a Trading Venue or Index name is clicked
* Options for toggling displayed data between € Value and % Share as well as viewing data with or without the primary Exchange opening and closing auctions
The market share display is computed by monitoring major European stock exchanges, MTF and other trading venue market data feeds, and summarising order book executions from each market centre.