Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €101.8M €62.0M
Price Improvement 5.47 bps 7.20 bps
Total Euro-hours €-hr 65.9M €-hr 38.4M
Number of stocks 193 379

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 2.61 €49.5M 27.1M 33
FTSE 100 2.87 €48.4M 6.1M 32
EURO STOXX 50 3.16 €30.2M 57.6M 33
DAX 3.28 €27.1M 34.3M 14
FTSERIOB 5.72 €7.7M 69.6k 2
CAC 40 3.44 €7.3M 24.5M 21
BEL20 6.01 €2.5M 198.2k 12
AEX 3.36 €2.4M 184.3k 11
ISEQ 20 9.28 €584.7k 53.6k 8
PSI20 47.31 €184.9k 44.7k 10
IBEX 35 6.35 €178.4k 42.5k 7
OMXS30 4.38 €162.6k 20.2k 9
FTSE MIB 3.47 €114.2k 22.5k 9
ATX 13.74 €110.3k 30.5k 5
CAC Next20 12.90 €90.3k 17.5k 5
OMXH25 5.79 €43.7k 97.9k 9
FTSE 250 0 €0 434.9 7
MDAX 0 €0 0 3