Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €2.1B €2.1B
Price Improvement 12.79 bps 11.90 bps
Total Euro-hours €-hr 1.9B €-hr 469.6M
Number of stocks 700 553

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
MDAX 5.59 €375.0M 434.3M 50
STOXX Europe 50 1.79 €347.4M 6.6M 45
DAX 2.34 €302.4M 39.9M 28
EURO STOXX 50 1.99 €290.5M 14.8M 44
CAC 40 1.98 €184.5M 2.9M 24
SMI 1.74 €116.5M 451.2k 6
FTSE 100 2.11 €81.4M 5.7M 92
AEX 1.92 €68.5M 2.4M 16
BEL20 2.74 €30.4M 627.1k 14
IBEX 35 2.93 €29.4M 1.3M 19
OMXC20 4.18 €24.6M 1.6M 11
FTSE MIB 2.65 €19.4M 220.5k 24
ISEQ 20 9.14 €17.8M 837.1k 13
OMXS30 2.62 €17.6M 323.2k 18
ATX 8.20 €9.7M 11.1M 14
OBX 3.75 €7.6M 168.1k 11
CAC Next20 3.08 €4.6M 161.1k 3
OMXH25 3.86 €3.5M 198.9k 10
FTSE 250 6.42 €2.8M 357.1k 42
PSI20 9.94 €1.8M 32.6k 9
AMX 5.73 €367.4k 285.5k 8
FTSERIOB 0 €0 2.5k 1