Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €56.9M €54.7M
Price Improvement 7.58 bps 7.65 bps
Total Euro-hours €-hr 35.0M €-hr 25.4M
Number of stocks 397 286

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 1.66 €12.4M 22.1M 32
STOXX Europe 50 1.45 €10.9M 22.6M 33
CAC 40 1.28 €7.1M 21.7M 20
DAX 2.33 €6.5M 301.4k 15
BEL20 3.27 €2.9M 235.7k 11
FTSE 100 2.45 €2.8M 2.0M 58
OMXS30 2.35 €2.2M 129.5k 11
OMXC20 2.24 €2.0M 634.7k 7
AEX 2.17 €1.7M 120.4k 13
ISEQ 20 6.77 €900.0k 501.2k 7
IBEX 35 4.01 €213.7k 63.7k 11
FTSE 250 7.11 €210.9k 678.7k 82
PSI20 64.15 €187.6k 29.1k 8
CAC Next20 2.59 €185.6k 6.8M 4
FTSE MIB 2.22 €117.2k 14.6k 12
OMXH25 3.13 €114.1k 17.4k 8
ATX 9.64 €95.4k 382.7k 8
OBX 4.85 €64.5k 23.5k 8
MDAX 2.85 €1.8k 4.4k 6
AMX 0 €0 115.3k 2