When I have done trips in Europe I use either:
- A small cross body bag, which has zips on all the compartments
I haven't had any issues.
If it is busy I usually hold my cross body bag in front of me with my hand also holding onto it for extra security.
I find a small bag like that is all you need because you don't really need to carry too much stuff unless you have a large camera or want to carry a water bottle but you can get plenty of other cross body bags that are a bit larger and roomier that fit a lot more. But in the heat you don't want to be carrying lots of things.
But in the winter I used a backpack because I carried extra warm accessories in case it got colder. just make sure it is a bag that zips and for added security has a flap over the zips
Hope that helps