Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €1.6B €470.5M
Price Improvement 1.45 bps 1.87 bps
Total Euro-hours €-hr 267.3M €-hr 98.0M
Number of stocks 345 449

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
FTSE 100 1.38 €1.6B 195.3M 49
STOXX Europe 50 1.38 €1.5B 150.5M 46
EURO STOXX 50 2.35 €61.1M 40.9M 44
CAC 40 2.56 €37.2M 908.7k 28
DAX 2.21 €29.8M 40.1M 24
OMXC20 3.40 €4.4M 8.9M 11
AEX 2.25 €3.7M 14.1M 13
AMX 3.37 €3.6M 97.6 3
ATX 9.93 €1.8M 492.6k 13
OMXS30 3.43 €1.4M 17.6k 16
FTSE MIB 3.50 €1.1M 26.3k 21
SMI 2.46 €822.4k 18.6k 13
OBX 4.53 €495.4k 12.5k 10
CAC Next20 3.46 €381.8k 24.1k 6
IBEX 35 4.00 €218.1k 14.7k 21
OMXH25 9.32 €188.9k 4.9k 11
ISEQ 20 5.43 €46.1k 4.9M 11
BEL20 8.18 €24.9k 1.1k 12
FTSE 250 5.10 €9.4k 3.7k 16
MDAX 2.87 €8.7k 0 6
PSI20 15.92 €3.3k 1.4k 9
FTSERIOB 0 €0 3.5 1