Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €480.3M €436.5M
Price Improvement 2.23 bps 2.16 bps
Total Euro-hours €-hr 88.2M €-hr 61.3M
Number of stocks 418 471

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
OMXC20 1.78 €424.8M 1.2M 14
STOXX Europe 50 1.23 €25.6M 54.1M 40
EURO STOXX 50 1.22 €22.8M 45.4M 37
CAC 40 0.99 €17.9M 44.7M 30
FTSE 100 2.52 €7.9M 31.4M 77
DAX 2.10 €5.4M 786.2k 16
BEL20 2.25 €2.7M 318.2k 12
ISEQ 20 6.69 €2.5M 519.2k 7
AEX 1.96 €1.9M 126.6k 20
OMXS30 2.01 €610.9k 199.1k 20
IBEX 35 3.69 €252.0k 70.5k 10
CAC Next20 2.20 €174.8k 12.7k 12
PSI20 90.07 €151.6k 16.9k 9
FTSE MIB 2.11 €144.5k 57.6k 25
ATX 11.54 €104.4k 236.9k 7
OBX 3.12 €91.8k 64.2k 10
OMXH25 3.79 €80.0k 13.6k 14
MDAX 1.15 €867.7 1.7M 17
FTSE 250 0 €0 529.6k 35
AMX 0 €0 0 3