Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €113.5M €98.6M
Price Improvement 7.17 bps 7.81 bps
Total Euro-hours €-hr 6.8M €-hr 6.0M
Number of stocks 311 263

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
EURO STOXX 50 1.43 €51.9M 2.8M 35
DAX 1.74 €39.7M 1.9M 15
CAC 40 1.37 €33.6M 1.5M 36
STOXX Europe 50 1.12 €32.8M 1.4M 23
ISEQ 20 5.92 €9.9M 513.7k 8
AEX 1.66 €8.5M 238.4k 21
BEL20 5.17 €2.5M 188.5k 16
OMXC20 2.53 €2.2M 121.1k 19
OMXS30 2.30 €1.4M 198.2k 25
CAC Next20 2.59 €915.0k 34.1k 20
PSI20 15.91 €698.3k 33.8k 10
FTSE MIB 1.21 €689.9k 797.5k 28
ATX 8.58 €580.8k 790.5k 10
OMXH25 3.49 €494.4k 40.8k 19
AMX 0 €0 0 6