Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €89.7M €148.1M
Price Improvement 6.60 bps 5.13 bps
Total Euro-hours €-hr 58.0M €-hr 62.4M
Number of stocks 296 309

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 1.63 €41.6M 18.5M 35
EURO STOXX 50 1.67 €40.0M 21.0M 37
IBEX 35 1.77 €28.4M 1.1M 15
FTSE 100 1.99 €17.2M 16.3M 48
FTSERIOB 2.67 €7.8M 80.3k 1
DAX 1.74 €7.0M 5.0M 19
CAC 40 1.36 €5.8M 9.4M 26
OMXC20 2.12 €4.7M 1.9M 7
AEX 1.56 €2.0M 644.1k 12
BEL20 2.75 €1.9M 8.7M 9
FTSE 250 13.54 €917.3k 1.7M 16
PSI20 29.23 €274.5k 334.4k 9
ISEQ 20 6.08 €249.4k 36.1k 8
ATX 5.05 €166.3k 3.5M 7
FTSE MIB 1.65 €110.2k 1.2M 12
OBX 3.22 €109.3k 852.3k 9
OMXH25 5.54 €64.2k 241.4k 9
CAC Next20 1.89 €60.7k 55.5k 9
OMXS30 3.88 €14.0k 1.7k 6
AMX 0 €0 15.4k 2
MDAX 0 €0 0 7