Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €62.2M €51.4M
Price Improvement 8.19 bps 9.72 bps
Total Euro-hours €-hr 68.1M €-hr 80.3M
Number of stocks 218 365

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 4.20 €15.2M 1.3M 8
EURO STOXX 50 3.03 €13.5M 59.1M 30
DAX 3.17 €10.1M 31.7M 17
STOXX Europe 50 3.45 €6.7M 27.7M 32
FTSERIOB 6.61 €5.2M 54.5k 2
CAC 40 3.35 €4.3M 27.4M 20
AEX 3.76 €2.2M 128.7k 10
BEL20 8.82 €2.2M 127.5k 11
FTSE 100 5.84 €2.0M 3.0M 27
ISEQ 20 8.93 €850.2k 357.2k 7
OMXS30 4.44 €748.6k 239.7k 11
IBEX 35 8.91 €232.9k 17.0k 8
PSI20 54.25 €205.3k 50.3k 8
ATX 22.97 €133.7k 556.6k 6
FTSE MIB 3.68 €127.9k 19.3k 6
OMXH25 6.52 €104.8k 106.0k 10
OBX 4.86 €72.2k 106.4k 11
CAC Next20 22.71 €68.4k 45.9k 3
FTSE 250 0 €0 6.3k 4
AMX 0 €0 0 2
MDAX 0 €0 0 3