ESMA - Data for the systematic internaliser calculations for equity, equity-like instruments and bonds

ESMA published data for the systematic internaliser calculations for equity, equity-like instruments and bonds under MiFID II and MiFIR.

More specifically, ESMA has published the total number of trades and total volume over the period January-June 2019 for the purpose of the systematic internaliser (SI) calculations for 22,961 equity and equity-like instruments and for 333,459 bonds.

The results are published only for instruments for which trading venues submitted data for at least 95% of all trading days over the 6-month observation period. The data publications also incorporate OTC trading to the extent it has been reported to ESMA. The publication includes data also for instruments which are no longer available for trading on EU trading venues at the end of December.