Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €50.5M €75.3M
Price Improvement 5.99 bps 5.01 bps
Total Euro-hours €-hr 21.5M €-hr 77.5M
Number of stocks 713 471

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 1.56 €13.4M 1.2M 41
STOXX Europe 50 1.40 €9.6M 806.0k 41
FTSERIOB 3.56 €9.0M 109.3k 5
DAX 1.74 €8.1M 492.6k 28
CAC 40 1.48 €7.1M 644.1k 28
OMXC20 1.97 €6.7M 2.1M 17
FTSE 100 2.03 €3.4M 256.4k 44
AEX 1.98 €3.1M 200.3k 18
BEL20 2.42 €2.7M 495.8k 14
ISEQ 20 5.35 €735.8k 257.2k 7
OMXS30 1.78 €608.6k 146.1k 24
PSI20 42.09 €337.7k 52.7k 9
IBEX 35 2.29 €265.1k 112.2k 13
FTSE MIB 1.90 €238.1k 157.5k 10
CAC Next20 2.49 €180.5k 34.4k 8
OMXH25 3.75 €150.5k 88.9k 13
ATX 8.69 €97.3k 273.4k 6
OBX 3.50 €97.0k 94.4k 24
FTSE 250 0 €0 1.2M 13
AMX 0 €0 11.1k 4
MDAX 0 €0 479.6k 32