Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €86.4M €59.1M
Price Improvement 4.97 bps 4.59 bps
Total Euro-hours €-hr 73.2M €-hr 131.7M
Number of stocks 533 361

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
EURO STOXX 50 1.60 €36.5M 68.0M 40
DAX 1.65 €30.7M 43.7M 20
FTSERIOB 4.13 €10.2M 104.1k 2
STOXX Europe 50 1.38 €8.2M 24.8M 38
OMXC20 1.99 €6.4M 2.0M 18
CAC 40 1.41 €6.1M 24.1M 33
BEL20 2.23 €2.4M 164.4k 16
AEX 2.35 €2.4M 133.6k 20
OMXS30 2.88 €2.0M 68.6k 22
FTSE 100 2.01 €1.3M 672.5k 76
ISEQ 20 5.33 €699.3k 130.4k 7
PSI20 20.84 €287.2k 13.5k 9
IBEX 35 3.49 €207.2k 250.7k 10
FTSE MIB 1.62 €141.5k 13.8k 29
CAC Next20 2.00 €115.2k 38.7k 19
ATX 8.06 €105.5k 271.5k 9
OMXH25 3.68 €91.0k 18.3k 15
OBX 3.26 €70.2k 185.2k 17
AMX 0 €0 6.3k 14
SMIM 0 €0 0 1
FTSE 250 0 €0 121.4k 52
MDAX 0 €0 1.2k 10