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THE NUMBERS
€37bn
Average on venue daily volume traded €
€5k
Average Trade Size
7bps
Average Spread
5
Venue
Categories
THE VENUES
MARKET SHARE
39%
Auction Other
0.5%
Alt Auction
0.5%
5%
Periodic Auction
22%
23%
10%
Dark MTF
LIt MTF
Auction Close
Primary
ABOUT
This page was created to bring together all the foundational market structure material in Europe onto one webpage.
The material on market structure much like the market itself is very fragmented, this page goes through each venue type in a basic detail for those new to the market.
Please feel free to use the chat button to get in touch with the creators.
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