High Frequency Trading: Market Shares

August 22, 2011 11:32 pm

We have written about HFT market share earlier – we spotted the worldwide market share numbers today:

“According to the trading platforms‘ responses, the HFT market shares in European equities trading range from 13% (Nasdaq OMX) to 40% (Chi-X).

Based on studies originating from the securities industry and academic literature, market shares from 40% (Tradeworx 2010a) to 70% (Swinburne 2010) are reported for the U.S.

and 19% (Jarrnecic and Snape 2010) to 40% (Swinburne 2010) can be found for Europe (see Table 6 in Appendix I).

The Australian regulator ASIC reports that HFT activity in the Australian market as significantly lower, where a market share at around 10% can be observed (ASIC 2010a).”

Statistics Source: High Frequency Trading Paper

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