Venue data

 

September 2019

 

New record:

Record day on Turquoise Plato Lit Auctions™ with largest value traded in a single day – €98.2m value traded on 10th September 2019

Record day on Turquoise Plato Block Discovery™ with second-largest value traded in a single day – €629.6m value traded on 10th September 2019

 

Turquoise Plato™ Monthly value traded equalled €15.6bn in September 2019, of which 50% via Turquoise Plato Block Discovery™

 

Turquoise Plato Block Discovery™ average trade size for all trades in September 2019 was €362.1K.

 

Turquoise Plato Block Discovery™ maximum trade size for all trades in September 2019 was €16.4mn.

 

Turquoise Plato Block Discovery™ average trade size for MiFID II ESMA Band 8 and 9 blue chips above LIS was €1.2mn in September 2019.

 

Turquoise Plato Block Discovery™ €229.0bn matched since 2014 launch to end September 2019 of which €225.0bn or 98% traded since September 2016 cooperation announced with Plato Partnership.

 

Turquoise Plato Lit Auctions™

·         Industry leading quality of execution evidenced by independent performance analytic firm big xyt

·         New GFA lock-in functionality since 24 June

·         Unique liquidity available

  • in UK and European symbols
  • in International Order Book segment
  • in Shanghai Segment of IOB, e.g. Huatai Securities = the first issuance via Shanghai-London Connect

 

Turquoise Plato Lit Auctions™ euro value traded in September 2019 totalled €901.1mn (+29.2% MoM).

 

Turquoise Plato Lit Auctions™ is truly multilateral in nature, looking at September 2019 data, only 0.02% of total activity occurred when the same counterparty was on both sides, both orders were received within 100ms AND the order sizes were the same on both the buy and sell.