Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €114.7M €130.4M
Price Improvement 6.02 bps 4.27 bps
Total Euro-hours €-hr 405.7M €-hr 271.2M
Number of stocks 462 363

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 1.95 €65.6M 215.7M 39
EURO STOXX 50 2.17 €44.6M 274.2M 41
IBEX 35 2.32 €38.3M 6.6M 18
FTSE 100 3.75 €30.3M 87.8M 71
DAX 1.71 €7.2M 130.4M 14
CAC 40 1.29 €4.2M 148.1M 31
FTSE 250 66.13 €3.1M 929.4k 41
BEL20 2.61 €2.8M 179.6k 14
ISEQ 20 6.72 €2.2M 277.2k 6
AEX 1.84 €1.4M 955.3k 20
FTSE MIB 1.69 €225.9k 3.6M 27
PSI20 34.66 €154.2k 7.9k 10
ATX 6.44 €123.4k 908.2k 7
OBX 4.06 €79.2k 70.9k 10
CAC Next20 3.52 €75.3k 51.0k 8
MDAX 3.10 €7.3k 713.9k 6
AMX 0 €0 3.8k 5