Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €450.6M €1.4B
Price Improvement 6.18 bps 2.99 bps
Total Euro-hours €-hr 102.9M €-hr 203.9M
Number of stocks 278 373

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
STOXX Europe 50 1.39 €135.3M 62.3M 36
EURO STOXX 50 1.35 €75.4M 15.7M 30
CAC 40 1.23 €71.3M 15.4M 22
AEX 1.48 €69.5M 9.8M 14
FTSE 100 1.98 €45.9M 58.6M 95
SMI 1.89 €43.6M 844.3k 4
OMXS30 2.69 €13.4M 2.9M 11
SMIM 5.61 €8.4M 25.4k 3
FTSE MIB 3.80 €6.4M 131.9k 16
MDAX 7.85 €6.3M 530.8 4
FTSE 250 5.77 €5.6M 6.0M 14
OMXH25 3.41 €3.2M 22.8k 10
DAX 2.16 €3.0M 775.2k 12
ISEQ 20 7.24 €1.8M 1.5M 4
BEL20 2.90 €1.6M 2.0M 6
CAC Next20 2.85 €1.1M 51.7k 4
ATX 3.69 €269.7k 312.8k 3
IBEX 35 3.49 €195.9k 82.3k 9
PSI20 3.17 €73.7k 35.6k 3
OMXC20 2.44 €72.9k 68.8k 3
OBX 10.47 €7.8k 7.2k 3
AMX 0 €0 0 3