European Equities Market Microstructure Survey 2022
10 January 2023
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European Equities Microstructure Survey
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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.
