Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €306.3M €435.2M
Price Improvement 3.77 bps 2.35 bps
Total Euro-hours €-hr 5.9M €-hr 45.7M
Number of stocks 505 447

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
OMXC20 3.30 €264.3M 926.8k 16
EURO STOXX 50 1.85 €14.1M 660.6k 45
STOXX Europe 50 1.58 €12.4M 954.4k 43
CAC 40 1.45 €7.9M 219.6k 34
DAX 2.42 €6.2M 297.0k 30
BEL20 2.64 €3.3M 1.5M 17
FTSE 100 2.87 €3.3M 1.4M 74
ISEQ 20 6.55 €2.7M 141.4k 8
AEX 2.05 €2.6M 168.6k 20
OMXS30 2.25 €660.8k 33.1k 22
IBEX 35 3.60 €234.8k 56.1k 16
FTSE MIB 2.17 €212.5k 40.5k 28
PSI20 63.29 €184.6k 15.9k 10
CAC Next20 4.25 €161.2k 98.1k 18
ATX 12.17 €105.6k 331.2k 9
OMXH25 3.36 €93.5k 78.8k 15
OBX 3.78 €78.0k 19.6k 17
FTSE 250 6.47 €862.8 14.5k 29
MDAX 10.60 €849.9 14.1k 41
AMX 0 €0 0 9