Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €132.4M €94.5M
Price Improvement 6.57 bps 6.48 bps
Total Euro-hours €-hr 141.3M €-hr 31.9M
Number of stocks 300 176

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 1.53 €69.1M 137.0M 34
CAC 40 1.60 €57.8M 133.0M 32
STOXX Europe 50 1.42 €56.7M 132.9M 21
DAX 1.81 €26.9M 4.6M 21
ISEQ 20 7.29 €10.9M 600.9k 8
AEX 2.17 €10.7M 229.8k 20
BEL20 4.15 €3.7M 305.8k 15
OMXC20 2.72 €3.2M 908.1k 17
OMXS30 2.11 €1.8M 79.8k 17
CAC Next20 3.94 €1.2M 47.7k 18
OMXH25 3.14 €828.7k 50.9k 13
PSI20 10.55 €718.7k 30.4k 10
ATX 10.28 €689.4k 443.8k 8
FTSE MIB 1.46 €379.7k 15.4k 25
AMX 0 €0 0 5
MDAX 0 €0 0 8