Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €15.6M €45.7M
Price Improvement 10.41 bps 10.16 bps
Total Euro-hours €-hr 28.6M €-hr 27.1M
Number of stocks 177 355

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
FTSERIOB 6.35 €5.3M 54.0k 2
EURO STOXX 50 4.07 €3.0M 27.3M 27
DAX 4.46 €2.5M 216.3k 12
STOXX Europe 50 4.80 €2.3M 27.3M 31
AEX 4.62 €1.7M 226.1k 10
FTSE 100 6.98 €926.5k 118.7k 27
BEL20 13.17 €922.1k 62.4k 11
OMXS30 5.52 €736.4k 49.6k 10
OMXC20 4.30 €685.4k 39.1k 5
CAC 40 6.63 €462.6k 27.0M 18
ISEQ 20 9.96 €349.8k 86.1k 7
IBEX 35 7.02 €129.0k 45.8k 7
FTSE MIB 4.13 €87.0k 97.4k 4
OMXH25 5.65 €77.4k 3.2k 7
ATX 22.68 €71.6k 151.5k 5
PSI20 54.12 €69.2k 30.9k 7
CAC Next20 13.98 €64.5k 12.1k 3
OBX 5.02 €41.1k 225.5k 6
FTSE 250 0 €0 4.7k 4
AMX 0 €0 0 1