The European Securities and Markets Authority has published its first Economic Report, titled High-frequency trading activity in EU equity markets: see here (pdf). According to the report, HFT activity levels vary widely between trading venues and are linked to market capitalisation (HFT activity increasing with the market capitalisation of stocks). HFT activity ranges from 24% to 43% of equity value traded.
Friday, 19 December 2014
Europe: ESMA report - high frequency trading in EU equity markets
The European Securities and Markets Authority has published its first Economic Report, titled High-frequency trading activity in EU equity markets: see here (pdf). According to the report, HFT activity levels vary widely between trading venues and are linked to market capitalisation (HFT activity increasing with the market capitalisation of stocks). HFT activity ranges from 24% to 43% of equity value traded.
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