Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €61.7M €45.1M
Price Improvement 5.07 bps 7.18 bps
Total Euro-hours €-hr 33.7M €-hr 59.0M
Number of stocks 275 394

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 1.05 €36.1M 22.6M 36
STOXX Europe 50 1.03 €35.4M 11.7M 34
CAC 40 0.98 €31.7M 5.7M 24
FTSERIOB 2.32 €7.2M 88.1k 1
DAX 1.66 €5.2M 16.7M 20
FTSE 100 1.86 €3.1M 5.7M 34
AEX 2.14 €2.5M 105.4k 12
BEL20 3.29 €1.9M 460.2k 12
FTSE 250 8.65 €916.3k 14.2k 11
ISEQ 20 4.64 €481.9k 162.7k 8
IBEX 35 2.10 €443.4k 386.4k 9
OMXS30 2.60 €434.9k 159.2k 11
OMXC20 2.16 €406.2k 152.5k 5
PSI20 28.06 €321.0k 102.8k 9
FTSE MIB 2.02 €127.2k 143.4k 7
ATX 9.55 €108.5k 370.3k 7
CAC Next20 2.94 €95.3k 229.5k 5
OBX 3.88 €88.0k 433.4k 9
OMXH25 5.43 €52.6k 8.3k 10
AMX 3.63 €606.1 2.1k 2
MDAX 0 €0 517.8 5