Contains summary order book and total trading volumes, with further analysis of order book trading by day/month and by index/business sector. Also includes a trading volume summary for the Gilts market and daily closing values for the main UK and International Indices.
With the introduction of MiFID and the changes to the market structure and reporting rules, the trading statistics are now compiled on the basis of the new Trade Reporting regime. To ensure comparability, historic trading volumes have also been calculated using the same approach. Historic fact sheets are available here back to January 2006, but all files have summary order book volumes going back to October 1997.
Contains trading volumes by security for UK Main Market and AIM securities. With effect from October 2007, these volumes have been compiled on the basis of the new Trade Reporting regime, introduced as part of the Exchange’s implementation of MiFID.
Here you will find trading volumes for our International order book (IOB).
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