Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €62.5M €55.3M
Price Improvement 5.21 bps 5.44 bps
Total Euro-hours €-hr 23.7M €-hr 28.3M
Number of stocks 320 321

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
STOXX Europe 50 1.31 €28.8M 8.0M 36
FTSE 100 1.32 €23.4M 9.7M 87
EURO STOXX 50 1.65 €9.2M 1.8M 26
DAX 2.09 €6.2M 784.5k 14
CAC 40 1.56 €4.0M 99.7k 16
AEX 1.82 €3.1M 322.4k 9
BEL20 2.61 €3.0M 221.4k 7
ISEQ 20 6.83 €1.9M 84.9k 6
IBEX 35 3.34 €316.3k 17.7k 10
CAC Next20 3.53 €193.8k 9.3k 5
PSI20 40.95 €148.1k 7.5k 8
FTSE MIB 1.83 €144.5k 1.2M 12
OBX 3.74 €112.9k 22.3k 6
ATX 8.10 €94.5k 25.3k 4
MDAX 4.25 €9.4k 296.5k 2
FTSE 250 0 €0 829.5k 30
AMX 0 €0 0 3