Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €53.2M €142.4M
Price Improvement 12.71 bps 6.44 bps
Total Euro-hours €-hr 3.3M €-hr 9.9M
Number of stocks 395 283

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 1.30 €16.3M 1.9M 40
EURO STOXX 50 1.41 €15.7M 595.8k 41
DAX 1.75 €8.5M 281.3k 23
CAC 40 1.25 €8.1M 226.1k 32
FTSERIOB 2.07 €7.0M 71.9k 3
FTSE 100 1.58 €5.1M 1.5M 82
AEX 2.02 €1.7M 84.6k 15
BEL20 2.28 €1.2M 77.5k 10
FTSE 250 8.59 €807.9k 14.8k 49
IBEX 35 3.00 €472.3k 148.0k 14
OMXC20 2.77 €384.6k 57.9k 5
ISEQ 20 7.47 €267.8k 41.0k 8
OMXS30 2.43 €261.9k 21.8k 10
PSI20 27.11 €194.9k 15.7k 9
FTSE MIB 1.82 €161.6k 7.2k 17
CAC Next20 2.78 €135.0k 13.1k 12
ATX 4.09 €121.6k 195.6k 8
OBX 3.89 €110.7k 9.5k 6
OMXH25 13.00 €23.6k 5.0k 17
AMX 0 €0 0 5
MDAX 0 €0 0 12