Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €53.7M €53.5M
Price Improvement 11.74 bps 7.36 bps
Total Euro-hours €-hr 7.2M €-hr 19.3M
Number of stocks 224 271

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 1.62 €13.9M 2.9M 31
STOXX Europe 50 1.38 €11.3M 3.1M 32
CAC 40 1.24 €8.2M 1.2M 19
DAX 2.43 €6.7M 1.4M 15
BEL20 3.56 €3.4M 239.5k 11
OMXC20 1.88 €2.9M 428.6k 7
OMXS30 1.93 €2.1M 1.4M 13
AEX 2.22 €1.8M 89.9k 12
FTSE 100 2.43 €1.8M 801.6k 29
ISEQ 20 6.87 €708.3k 337.4k 7
IBEX 35 3.88 €242.4k 26.0k 9
PSI20 72.66 €190.4k 8.2k 9
CAC Next20 3.85 €120.8k 12.2k 4
FTSE MIB 2.29 €111.4k 292.6k 10
OMXH25 3.06 €109.6k 21.3k 8
ATX 10.52 €87.1k 406.9k 7
OBX 3.38 €81.3k 26.2k 8
FTSE 250 10.66 €61.5k 6.7k 7
AMX 0 €0 118.3 2
MDAX 0 €0 359.2 5