Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €366.3M €360.3M
Price Improvement 3.62 bps 3.60 bps
Total Euro-hours €-hr 614.4M €-hr 290.1M
Number of stocks 1,250 589

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 2.41 €178.6M 2.1M 18
DAX 1.83 €71.7M 156.9M 19
EURO STOXX 50 1.41 €52.3M 500.4M 32
STOXX Europe 50 1.44 €34.4M 363.1M 34
CAC 40 1.37 €29.7M 362.2M 27
FTSE 100 4.19 €7.4M 27.3M 68
AEX 2.06 €4.6M 404.5k 17
BEL20 3.54 €4.2M 939.4k 18
FTSE 250 10.14 €2.8M 992.8k 76
ISEQ 20 5.77 €2.8M 5.0M 6
MDAX 5.26 €2.7M 1.3M 43
OMXS30 2.33 €935.2k 28.1M 26
AMX 5.86 €767.2k 15.0k 21
OMXH25 5.41 €755.7k 206.5k 19
FTSE MIB 3.38 €501.2k 4.5M 22
CAC Next20 3.51 €345.5k 64.5k 9
ATX 9.80 €271.6k 1.4M 6
PSI20 60.99 €256.0k 70.7k 11
IBEX 35 3.68 €253.8k 84.4k 21
OBX 3.57 €102.5k 96.1k 7