Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €54.7M €84.1M
Price Improvement 7.26 bps 8.20 bps
Total Euro-hours €-hr 2.7M €-hr 10.4M
Number of stocks 292 354

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 1.65 €23.7M 415.1k 24
STOXX Europe 50 1.47 €18.9M 385.9k 27
DAX 1.93 €12.4M 253.4k 12
CAC 40 1.59 €12.3M 184.1k 10
FTSERIOB 2.53 €6.8M 76.1k 1
AEX 1.96 €3.0M 95.0k 8
OMXC20 2.45 €1.7M 509.7k 6
BEL20 2.23 €1.4M 99.2k 5
FTSE 100 2.01 €1.4M 405.5k 57
FTSE 250 10.52 €835.3k 77.5k 12
IBEX 35 2.86 €689.8k 30.3k 6
ISEQ 20 6.69 €328.2k 34.6k 8
PSI20 37.39 €249.3k 16.8k 7
FTSE MIB 2.17 €179.2k 5.8k 5
OBX 4.46 €116.0k 24.8k 17
ATX 6.23 €81.4k 21.1k 3
CAC Next20 2.85 €77.3k 6.5k 1
OMXH25 7.91 €16.6k 18.6k 6
OMXS30 5.19 €5.4k 1.3k 6
MDAX 0 €0 221.1k 5