Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €466.8M €1.2B
Price Improvement 2.72 bps 3.09 bps
Total Euro-hours €-hr 99.7M €-hr 291.2M
Number of stocks 268 455

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 1.82 €243.6M 50.4M 36
FTSE 100 1.83 €147.4M 40.3M 96
SMI 1.56 €118.1M 203.7k 4
EURO STOXX 50 2.64 €52.8M 26.2M 29
CAC 40 2.75 €46.4M 25.9M 22
AEX 1.72 €45.5M 5.2M 10
FTSE 250 4.10 €16.4M 3.1M 14
DAX 2.12 €8.5M 371.5k 12
OMXS30 3.07 €6.4M 1.8M 10
SMIM 3.21 €2.6M 121.0k 3
FTSE MIB 5.57 €2.2M 17.6M 19
ISEQ 20 6.74 €1.7M 84.7k 4
BEL20 3.09 €1.3M 70.8k 6
CAC Next20 3.19 €910.9k 26.3k 4
ATX 3.44 €347.1k 466.9k 3
IBEX 35 2.83 €217.6k 16.0k 9
OMXC20 2.39 €72.8k 1.1k 3
OMXH25 3.53 €71.6k 4.7k 10
PSI20 3.27 €63.2k 2.4k 3
OBX 12.32 €10.9k 2.2k 4
AMX 0 €0 0 3
MDAX 0 €0 604.5 3