Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €55.7M €71.8M
Price Improvement 7.13 bps 5.46 bps
Total Euro-hours €-hr 54.4M €-hr 68.8M
Number of stocks 257 305

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 3.21 €14.1M 2.0M 7
EURO STOXX 50 1.78 €10.6M 45.6M 33
STOXX Europe 50 1.48 €9.8M 18.2M 34
DAX 2.43 €6.2M 27.3M 13
CAC 40 1.37 €5.3M 18.1M 21
BEL20 3.37 €3.8M 509.1k 11
FTSE 100 3.90 €3.6M 607.0k 37
AEX 2.16 €1.8M 268.9k 13
FTSE 250 10.99 €1.2M 65.8k 17
ISEQ 20 6.79 €813.0k 77.4k 7
OMXS30 2.36 €420.3k 78.1k 12
IBEX 35 3.61 €268.9k 37.1k 10
PSI20 41.91 €215.3k 18.8k 11
ATX 14.02 €147.4k 665.2k 6
FTSE MIB 2.08 €140.4k 39.6k 11
CAC Next20 3.76 €123.6k 69.9k 4
OMXH25 3.80 €110.9k 38.9k 8
OBX 3.47 €90.5k 34.6k 8
MDAX 3.17 €4.4k 2.1k 6
AMX 0 €0 724.8 2