Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €31.6M €44.6M
Price Improvement 8.20 bps 7.04 bps
Total Euro-hours €-hr 7.1M €-hr 13.9M
Number of stocks 333 282

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
FTSERIOB 2.45 €8.5M 86.2k 2
EURO STOXX 50 1.32 €6.9M 1.1M 29
DAX 1.56 €4.7M 294.6k 15
STOXX Europe 50 1.19 €4.6M 1.5M 34
CAC 40 1.14 €2.6M 210.8k 20
BEL20 2.57 €1.7M 717.6k 10
OMXC20 1.93 €1.5M 1.2M 11
AEX 1.96 €1.3M 210.3k 13
FTSE 100 1.93 €1.1M 620.4k 41
FTSE 250 14.96 €999.1k 36.6k 31
ISEQ 20 4.11 €498.8k 80.7k 7
OMXS30 2.03 €364.8k 95.9k 19
PSI20 25.18 €251.9k 21.8k 8
IBEX 35 2.29 €197.5k 33.9k 6
FTSE MIB 1.55 €184.5k 23.6k 16
ATX 10.98 €175.6k 305.0k 8
OBX 3.37 €62.3k 37.5k 16
OMXH25 4.24 €57.8k 67.7k 13
CAC Next20 3.68 €57.2k 5.9k 5
AMX 0 €0 10.4 3
SMIM 0 €0 5.2 1
MDAX 0 €0 197.7 6