Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €100.1M €86.2M
Price Improvement 6.70 bps 6.06 bps
Total Euro-hours €-hr 3.0M €-hr 2.3M
Number of stocks 96 133

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 1.30 €33.4M 1.1M 20
DAX 1.39 €31.5M 1.1M 11
STOXX Europe 50 1.25 €27.0M 1.0M 13
CAC 40 2.38 €26.9M 532.3k 12
ISEQ 20 6.74 €11.3M 324.7k 7
AEX 1.64 €4.9M 127.6k 6
BEL20 2.62 €3.1M 155.3k 5
CAC Next20 3.18 €2.7M 62.5k 2
OMXC20 2.51 €1.7M 107.2k 3
OMXS30 1.87 €1.7M 27.2k 5
OMXH25 1.63 €909.6k 20.2k 5
PSI20 12.38 €876.5k 29.9k 7
ATX 7.46 €591.1k 45.5k 3
FTSE MIB 2.00 €273.9k 8.1k 4