Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €1.6B €1.7B
Price Improvement 15.30 bps 13.02 bps
Total Euro-hours €-hr 1.9B €-hr 551.2M
Number of stocks 704 635

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
MDAX 5.77 €395.5M 411.2M 50
DAX 2.37 €199.6M 40.0M 28
EURO STOXX 50 2.05 €190.5M 16.0M 43
STOXX Europe 50 1.78 €175.4M 3.0M 45
CAC 40 1.94 €80.2M 1.7M 24
FTSE 100 2.07 €35.5M 3.6M 92
AEX 1.76 €30.8M 1.6M 16
SMI 2.07 €30.7M 390.5k 7
BEL20 2.80 €10.0M 979.1k 14
OMXS30 2.57 €8.6M 357.6k 20
IBEX 35 3.09 €8.1M 3.8M 19
OMXC20 4.57 €6.2M 528.8k 12
FTSE MIB 3.05 €5.3M 206.6k 23
ISEQ 20 9.01 €4.7M 1.6M 16
AMX 3.48 €3.6M 358.8k 7
ATX 7.77 €3.5M 598.0k 14
CAC Next20 2.89 €2.5M 261.0k 3
FTSE 250 6.49 €2.4M 278.8k 40
OBX 3.67 €1.5M 104.6k 11
OMXH25 4.57 €522.8k 183.7k 8
PSI20 15.95 €516.1k 59.0k 9