Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €478.0M €166.4M
Price Improvement 4.42 bps 3.94 bps
Total Euro-hours €-hr 38.1M €-hr 17.0M
Number of stocks 309 451

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
SMIM 5.66 €258.3M 512.9k 1
CAC 40 2.20 €49.8M 7.8M 24
EURO STOXX 50 1.57 €40.5M 8.2M 38
DAX 2.09 €36.5M 602.8k 24
BEL20 3.33 €32.3M 305.6k 12
AEX 1.74 €31.5M 1.1M 12
STOXX Europe 50 1.41 €29.8M 9.3M 41
FTSE 100 2.44 €24.3M 19.5M 79
CAC Next20 3.82 €20.2M 115.4k 2
ISEQ 20 6.52 €13.1M 113.6k 12
FTSE 250 4.41 €8.5M 30.2k 17
FTSE MIB 3.80 €7.9M 97.5k 18
ATX 4.01 €5.1M 719.5k 15
PSI20 4.00 €2.9M 167.1k 10
OMXS30 2.30 €2.6M 30.4k 14
OMXH25 4.20 €2.5M 32.3k 13
SMI 1.81 €760.3k 638.6k 6
MDAX 2.41 €94.6k 27.4k 5
AMX 4.44 €2.4k 533.7 3
IBEX 35 8.74 €94.3 761.1 3