Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €32.5M €47.7M
Price Improvement 11.23 bps 10.48 bps
Total Euro-hours €-hr 93.5M €-hr 87.6M
Number of stocks 360 413

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 3.16 €7.2M 80.9M 29
STOXX Europe 50 3.08 €5.7M 38.4M 33
FTSERIOB 6.84 €4.8M 131.0k 14
DAX 3.73 €4.0M 43.5M 15
CAC 40 3.23 €3.6M 37.4M 18
FTSE 100 5.15 €2.3M 5.4M 54
OMXC20 3.91 €1.8M 819.0k 8
BEL20 8.58 €1.7M 3.2M 10
AEX 3.48 €1.6M 69.5k 10
ISEQ 20 7.36 €786.2k 343.3k 8
OMXS30 3.80 €371.6k 97.0k 11
IBEX 35 6.36 €236.8k 29.1k 8
PSI20 61.28 €206.6k 9.0k 9
ATX 34.61 €125.4k 1.0M 6
FTSE MIB 3.57 €123.7k 18.4k 5
CAC Next20 10.78 €101.7k 13.8k 3
OMXH25 6.04 €71.9k 19.7k 8
OBX 5.32 €52.0k 15.4k 5
FTSE 250 7.28 €4.5k 139.5k 80
AMX 0 €0 0 1
MDAX 0 €0 0 3