Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €58.9M €70.6M
Price Improvement 5.38 bps 5.78 bps
Total Euro-hours €-hr 323.7M €-hr 136.2M
Number of stocks 349 355

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 1.25 €21.8M 258.1M 38
EURO STOXX 50 0.96 €18.2M 246.4M 36
CAC 40 0.76 €14.3M 222.9M 23
FTSE 100 4.94 €10.9M 43.9M 78
DAX 1.88 €4.7M 30.0M 21
BEL20 2.32 €2.9M 286.1k 10
ISEQ 20 5.41 €2.3M 125.7k 7
AEX 2.00 €1.8M 400.7k 13
FTSE 250 7.25 €518.8k 347.5k 31
IBEX 35 3.87 €421.3k 566.7k 14
CAC Next20 3.14 €168.4k 136.8k 5
FTSE MIB 1.50 €141.6k 2.4M 10
PSI20 24.29 €130.1k 52.8k 8
OBX 3.99 €107.4k 132.4k 6
ATX 8.32 €80.6k 516.3k 7
AMX 3.75 €17.8k 4.4k 4
MDAX 4.96 €6.0k 109.0k 9