Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €54.0M €43.2M
Price Improvement 6.28 bps 5.75 bps
Total Euro-hours €-hr 48.9M €-hr 132.1M
Number of stocks 236 321

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
EURO STOXX 50 1.61 €11.8M 44.9M 28
OMXC20 2.34 €10.6M 1.0M 9
FTSERIOB 4.44 €10.5M 101.2k 1
DAX 1.58 €7.8M 1.5M 14
STOXX Europe 50 1.69 €6.5M 44.9M 31
FTSE 100 2.09 €4.9M 1.3M 37
CAC 40 1.81 €4.4M 42.4M 13
BEL20 2.69 €2.5M 182.4k 6
AEX 2.13 €2.1M 112.0k 7
ISEQ 20 7.96 €650.2k 88.8k 7
OMXS30 2.24 €406.8k 159.2k 14
IBEX 35 2.53 €321.1k 1.3M 7
PSI20 45.36 €254.8k 28.8k 6
FTSE MIB 1.65 €132.1k 108.4k 13
ATX 12.12 €114.7k 153.5k 4
CAC Next20 2.86 €85.7k 11.2k 2
OMXH25 4.13 €83.8k 25.1k 7
OBX 4.39 €68.4k 11.9k 9
FTSE 250 0 €0 33.4k 12
AMX 0 €0 11.2k 9
MDAX 0 €0 717.4 4