Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €346.1M €409.8M
Price Improvement 2.38 bps 2.76 bps
Total Euro-hours €-hr 103.5M €-hr 95.0M
Number of stocks 527 598

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
STOXX Europe 50 1.69 €189.4M 21.1M 45
EURO STOXX 50 1.90 €171.4M 20.4M 47
DAX 2.07 €118.7M 5.5M 26
CAC 40 2.24 €58.5M 19.5M 30
AEX 1.59 €46.5M 7.4M 17
FTSE 100 1.74 €39.8M 4.9M 55
SMI 2.00 €23.3M 536.3k 6
FTSE MIB 2.90 €8.2M 166.1k 27
OMXS30 2.37 €7.4M 145.1k 17
IBEX 35 3.36 €7.4M 344.6k 22
BEL20 3.61 €5.2M 13.8M 14
CAC Next20 2.24 €4.2M 102.0k 9
ISEQ 20 6.38 €3.5M 137.9k 14
ATX 8.86 €3.0M 1.1M 15
OMXC20 5.23 €2.8M 28.9M 12
OBX 2.68 €2.2M 58.9k 15
PSI20 5.81 €537.8k 359.2k 8
OMXH25 5.81 €442.1k 32.3k 9
MDAX 6.46 €386.6k 65.5k 28
FTSE 250 8.77 €316.9k 61.2k 39
AMX 2.70 €143.0k 7.7k 7
SMIM 0 €0 158.4k 6
FTSERIOB 0 €0 1.5k 2