Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €492.3M €162.9M
Price Improvement 4.46 bps 4.19 bps
Total Euro-hours €-hr 9.1M €-hr 12.4M
Number of stocks 312 475

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
SMIM 5.71 €266.5M 505.6k 1
CAC 40 2.22 €47.8M 538.6k 24
EURO STOXX 50 1.57 €39.5M 848.0k 37
DAX 2.08 €39.0M 641.1k 24
BEL20 3.30 €35.2M 341.6k 12
AEX 1.73 €32.9M 1.1M 13
STOXX Europe 50 1.40 €29.2M 2.0M 40
FTSE 100 2.39 €25.3M 4.3M 79
CAC Next20 3.76 €22.5M 130.3k 2
ISEQ 20 6.74 €13.7M 125.8k 11
FTSE 250 4.45 €8.7M 32.4k 18
FTSE MIB 3.76 €7.9M 70.3k 18
ATX 4.21 €5.6M 467.0k 15
PSI20 4.14 €2.9M 167.4k 10
OMXH25 4.27 €2.5M 117.3k 13
OMXS30 2.13 €1.4M 25.1k 14
SMI 1.91 €1.1M 463.4k 6
MDAX 2.66 €123.4k 43.1k 5
AMX 4.65 €1.2k 710.0 3
IBEX 35 0 €0 0 2