European Equities Market Microstructure Survey 2022

27 August 2025

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European Equities Microstructure Survey

big xyt

Welcome to our annual survey of European trading volumes and market fragmentation at the end of yet another highly eventful year of trading.

We aim to provide a brief overview of the key trends and patterns in the market microstructure in 2022 by comparison with the previous five years. The survey is based on a vast amount of data. Since the beginning of the new MiFID2 regime in Europe, we have collected over 2.5 trillion data points from the European equity markets.

We invite you to draw your own conclusions about the impact of these patterns on liquidity and trading behaviours, feedback is welcome.

View the complete report here.

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All the content in our survey is generated by big xyt’s Liquidity Cockpit dashboards or API.

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For everyone else – Please register your interest in the Liquidity Cockpit.

European Equities Market Microstructure Survey 2022

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