ESMA: High-frequency trading activity in EU equity markets
18 Dec 2014
International
1 min read
ESMA’s report considers the extent of HFT activity in EU equity markets, the first such study to be undertaken in the EU. Using a sample of 100 stocks from nine EU countries (including the UK) in May 2013, the report found that HFT activity ranged from 24% to 43% of equity value traded, using alternative methodologies.
