Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €77.5M €177.7M
Price Improvement 5.03 bps 3.92 bps
Total Euro-hours €-hr 8.2M €-hr 29.9M
Number of stocks 348 297

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 1.48 €26.0M 501.5k 30
STOXX Europe 50 1.25 €23.6M 1.4M 38
CAC 40 1.31 €14.6M 215.6k 18
DAX 1.80 €11.9M 313.9k 12
SMI 1.66 €10.2M 242.3k 15
FTSERIOB 2.14 €7.7M 76.7k 1
AEX 1.87 €5.0M 95.8k 12
FTSE 100 1.24 €3.0M 4.0M 90
FTSE 250 4.36 €1.8M 40.8k 33
BEL20 1.73 €1.4M 131.9k 9
OMXC20 1.85 €1.1M 91.1k 9
IBEX 35 2.56 €884.9k 36.5k 9
OMXS30 2.16 €819.1k 45.8k 12
ISEQ 20 7.92 €318.8k 48.1k 8
OBX 2.87 €226.9k 18.5k 12
PSI20 33.46 €203.3k 16.6k 9
FTSE MIB 1.71 €199.9k 8.4k 8
CAC Next20 1.78 €199.5k 15.5k 4
ATX 6.42 €118.5k 547.8k 6
OMXH25 4.90 €79.1k 12.4k 10
MDAX 0 €0 4.7 4
AMX 0 €0 0 2
SMIM 0 €0 12.3k 6