This report provides an overview of EMEA market liquidity metrics for May 2026. Trading volumes were down significantly, though volatility remained marginally lower.
Key Takeaways
- 1.Market volumes in May were down 11% compared to YTD 2026, pressured by multiple bank holidays.
- 2.Liquidity metrics showed narrower spreads and lower touch sizes during May compared to Q1.
- 3.The Q2 MSCI rebalance on May 29th represented a significant volume driver, with $115B traded.
Table of Contents
- Liquidity metrics at a glance
- Liquidity Distribution by Venue
- Total Turnover vs. Closing Auction
- Intraday Volume Distribution
- Spread & Touch Size
- Disclaimer
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Securities
STOXX 600
Themes
Market LiquidityTrading Volume Trends
Regions
Europe