Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €3.4B €1.6B
Price Improvement 1.98 bps 2.59 bps
Total Euro-hours €-hr 96.0M €-hr 61.1M
Number of stocks 357 419

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 1.43 €2.4B 39.4M 45
FTSE 100 1.40 €2.2B 81.5M 48
EURO STOXX 50 2.04 €354.5M 3.4M 43
DAX 2.31 €326.3M 2.7M 24
CAC 40 2.15 €247.9M 2.7M 27
SMI 1.87 €190.6M 1.3M 12
AEX 1.91 €86.9M 666.1k 13
BEL20 2.87 €44.4M 511.1k 12
OMXS30 3.91 €27.7M 262.5k 17
IBEX 35 3.57 €26.4M 312.8k 21
OMXC20 4.53 €26.4M 406.8k 12
FTSE MIB 2.88 €23.0M 282.0k 21
ATX 10.38 €12.7M 1.4M 13
CAC Next20 3.38 €10.7M 124.3k 6
OBX 4.31 €8.7M 195.4k 11
ISEQ 20 8.16 €8.4M 210.0k 11
OMXH25 5.04 €5.9M 61.0k 11
MDAX 3.74 €4.0M 29.5k 6
PSI20 12.60 €1.8M 61.7k 10
FTSE 250 8.96 €579.5k 49.3k 17
AMX 6.09 €169.7k 1.7k 3
SMIM 9.97 €2.5k 181.9 1
FTSERIOB 0 €0 2.2 1