Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €83.0M €51.4M
Price Improvement 4.59 bps 6.07 bps
Total Euro-hours €-hr 9.9M €-hr 89.3M
Number of stocks 626 488

Dark Order Book Historical Notional Value & Volume

Market Distribution in Euro-hours (T+1)

Dark Order Book Index Summary (T+1)

Index bps Notional €-Hrs Symbols
OMXC20 1.23 €38.9M 961.2k 19
EURO STOXX 50 1.43 €11.2M 3.7M 43
FTSERIOB 2.49 €9.6M 87.2k 2
DAX 1.56 €8.6M 1.3M 19
STOXX Europe 50 1.33 €6.2M 3.5M 40
ATX 6.85 €5.2M 416.5k 11
CAC 40 1.29 €3.3M 652.1k 36
CAC Next20 3.07 €2.3M 15.0k 19
AMX 3.09 €2.3M 4.1k 14
AEX 2.05 €2.0M 84.8k 23
FTSE 100 1.89 €1.7M 3.3M 89
BEL20 3.13 €1.6M 166.2k 17
FTSE 250 10.30 €1.1M 56.1k 75
ISEQ 20 5.90 €455.2k 357.9k 7
OMXS30 2.09 €288.4k 195.2k 27
PSI20 31.39 €250.8k 55.2k 10
IBEX 35 2.28 €205.3k 1.6M 25
FTSE MIB 1.51 €163.0k 11.7k 34
OBX 3.11 €82.4k 12.4k 18
OMXH25 4.07 €71.0k 109.6k 21
SMIM 0 €0 17.3 1
MDAX 0 €0 4.0k 18