Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €213.8M €152.1M
Price Improvement 3.76 bps 3.73 bps
Total Euro-hours €-hr 297.4M €-hr 89.8M
Number of stocks 302 371

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 3.28 €103.6M 161.0M 43
EURO STOXX 50 1.43 €50.2M 10.0M 31
STOXX Europe 50 1.29 €44.6M 21.3M 32
DAX 1.68 €26.8M 20.5M 22
CAC 40 1.24 €25.3M 8.1M 19
SMI 1.73 €10.4M 13.5M 9
FTSERIOB 2.49 €7.5M 76.2k 1
AEX 1.88 €4.3M 1.2M 9
BEL20 2.62 €2.1M 3.1M 10
IBEX 35 2.54 €1.3M 690.9k 11
OMXS30 2.32 €925.9k 33.3k 13
FTSE 250 6.06 €794.0k 7.1M 23
ISEQ 20 7.58 €374.9k 1.2M 8
FTSE MIB 1.86 €313.5k 2.2M 15
PSI20 34.42 €215.8k 2.5M 10
ATX 4.48 €180.0k 2.4M 6
CAC Next20 2.81 €175.9k 286.6k 4
OMXH25 4.64 €83.0k 1.5M 9
AMX 0 €0 1.1M 6
MDAX 0 €0 22.8M 9