Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €121.7M €260.2M
Price Improvement 4.38 bps 4.17 bps
Total Euro-hours €-hr 263.9M €-hr 300.9M
Number of stocks 512 601

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
DAX 2.69 €74.7M 77.4M 30
STOXX Europe 50 2.24 €25.9M 129.9M 43
EURO STOXX 50 2.17 €24.7M 189.0M 45
CAC 40 0.98 €13.1M 122.9M 35
FTSE 100 4.80 €6.3M 35.5M 66
BEL20 2.39 €4.0M 594.5k 16
ISEQ 20 6.01 €2.8M 815.0k 8
AEX 2.02 €2.4M 454.2k 21
FTSE 250 17.15 €1.9M 406.1k 32
OMXC20 3.36 €980.2k 938.0k 15
OMXS30 1.80 €619.8k 14.3M 22
CAC Next20 3.09 €279.3k 17.6k 18
ATX 10.92 €251.8k 897.6k 10
PSI20 77.05 €198.3k 30.4k 9
IBEX 35 3.53 €184.3k 237.0k 22
FTSE MIB 2.19 €145.0k 1.5M 28
OMXH25 4.21 €138.8k 151.0k 17
OBX 3.29 €81.2k 284.7k 18
MDAX 3.20 €6.6k 225.9k 38
AMX 0 €0 0 9