Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €84.9M €131.1M
Price Improvement 5.68 bps 4.36 bps
Total Euro-hours €-hr 106.8M €-hr 234.1M
Number of stocks 537 402

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
FTSE 100 3.46 €32.9M 10.6M 91
STOXX Europe 50 1.68 €30.3M 33.1M 38
EURO STOXX 50 1.33 €9.5M 46.1M 41
DAX 1.83 €7.8M 21.7M 13
CAC 40 1.10 €6.0M 30.9M 40
BEL20 2.74 €3.2M 1.1M 17
FTSE 250 26.48 €2.2M 193.2k 46
ISEQ 20 7.97 €2.0M 99.0k 7
AEX 2.11 €1.7M 1.3M 22
IBEX 35 3.06 €290.6k 302.3k 27
FTSE MIB 1.57 €288.9k 3.6M 31
PSI20 21.15 €193.3k 23.7k 12
CAC Next20 3.60 €163.7k 11.7k 16
ATX 7.85 €115.9k 347.7k 10
OBX 4.22 €99.5k 20.3k 17
MDAX 3.19 €9.4k 155.2k 7
AMX 2.67 €253.2 838.8 9