I'm in France -- I still see it for almost 100% of the purchases I make online if the merchant is here in France, and a decent number of them when the merchant is in the UK. The last purchase I made with my bank card that got the interstitial page was about half an hour ago.
It sends a text to my mobile for me to plug into the form to approve the txn -- thus, not like phishing in this case. But for a while this was a real nightmare because my mobile number changed, and I couldn't figure out how to convince my bank to store the new number (it turned out after many months and phone calls I was sending the requisite paper form to the wrong address for my type of account...).