Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €50.9M €61.5M
Price Improvement 5.84 bps 5.59 bps
Total Euro-hours €-hr 63.6M €-hr 90.4M
Number of stocks 499 481

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 1.98 €17.3M 30.8M 16
FTSERIOB 2.69 €10.4M 92.5k 1
EURO STOXX 50 1.43 €6.6M 24.0M 42
STOXX Europe 50 1.42 €6.5M 1.2M 38
DAX 1.66 €3.6M 23.6M 19
CAC 40 1.36 €3.5M 172.3k 34
FTSE 100 1.87 €2.8M 3.4M 63
BEL20 3.44 €1.3M 145.0k 14
AEX 1.98 €1.2M 60.8k 16
FTSE 250 9.23 €1.1M 96.0k 58
ATX 7.01 €797.4k 428.1k 11
CAC Next20 2.46 €574.8k 531.5k 12
OMXS30 2.54 €528.9k 51.6k 20
AMX 2.41 €514.1k 1.9k 13
ISEQ 20 4.76 €375.3k 335.9k 8
PSI20 19.52 €235.4k 19.0k 10
IBEX 35 2.55 €146.8k 26.8k 10
FTSE MIB 1.54 €135.4k 13.7k 23
OBX 3.20 €109.6k 2.8M 15
OMXH25 4.07 €56.8k 9.5k 15
SMIM 0 €0 17.3 1
MDAX 0 €0 41.5k 19