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Liquidnet’s Dark Pool Value Index (DPVI): Week of 9/26/2016

DOWNLOAD THE DARK POOL VALUE INDEX

Liquidnet’s DPVI uses aggregate and symbol-level FINRA ATS data to rank each ATS based on three factors. The three factors are equally weighted to arrive at an overall DPVI ranking. ETFs are excluded from this analysis. Dealerweb is also excluded. The three factors are Market Share, Symbol Market Share and Symbol Trade Size.

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